### Sensitivity of the portfolios: calculate the risk rate.

Based on a three-factor model, consider a portfolio composed of three securities with the following characteristics: Security Factor 1 Sensitivity Factor 2 Sensitivity Factor 3 Sensitivity Proportion A -0.2 3.6 0.05 0.6 B 0.5 10 0.75 0.2 C 1.5 2.2 0.3 0.2 What are the sensitivities of the portfolio to factors 1