求此道题目的解析

问题如下：

Consider three assets wish the following factor betas to Risk Factor 1 and Risk Factor 2.defined as β₁ and β₂, respectively:

You are holding CHF 1,000,000 of Asset A, which of the following strategies will maintain your exposure to Risk Factor 1while fully hedging your exposure to Risk Factor 2?

选项：

A.

Long CHF 3,000,000 of Asset B and long CHF 2,000,000 of Asset C

B.

Short CHF 3,000,000 of Asset B and short CHF 2,000,000 of Asset C

C.

Long CHF 3,000,000 of Asset B

D.

Short CHF 7,000,000 of Asset C

解释：