2. Consider a one-factor model: Y = BF + U where Y is the data N x T dimensional; B is N x 1 dimensional vector of betas; F is 1 x T dimensional vector of factors. We estimate B and F using the following method: with constraint min ||Y - BF|| B,F 7F *F'= 1 Show that the solution F/VT is the eigenvector of the Tx T matrix Y'Y.

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