請問一個關於asset market的問題~ - 金融分析師

最近做到一個asset market的題目，實在太難了，完全不會作，
想請教一下板上的各位強者，感謝各位!!

題目如下:

Suppose three assets are identified with their excess returns described by

R1=0.02 + 0.2 f1 + 0.8 f2 + E1
R2=-0.01 + 1.0 f1 + 1.8 f2 + E2
R1=0.03 + 0.7 f1 + 1.1 f2 + E3

where f1 and f2 are two systematic factors with zero mean and the magnitudes
of E1,E2,E3 are small.
Construct a portfolio such that its beta with respect to f1 is 0.5 and
its beta to f2 is 0.2.
What's are the portfolio weights?
What's the alpha of the portfolio?
(How to use Excel solver or regression to find the portfolio ?)

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