# Tag Info

Your questions is unclear but I guess you mean that for the return of stock A you find a model $$r_A = (0.5, 0.75) (r_F^1, r_F^2) + \epsilon_A$$ where $r_F^i$ are the factor returns and $\epsilon_A$ is an uncorrelated error. Let us denote $e_A = (0.5, 0.75)$, the exposure of stock $A$ to the factors. For $B$ you have  r_B = (0.75, 0.5) (r_F^1, r_F^2) ...