Calculating parameter for APT (portfolio management)

There is this one question on Schweser. I don’t understand how we are able to use Lambda of one portfolio for another portfolio. Isn’t it suppose to be unique to that specific risk factor?

Posting question for context. Given a one-factor model and the following information, calculate the risk-free rate and the factor risk premium. Portfolio A: expected return 7%, and beta 1.0 Portfolio B: expected return 7.8%, and beta 1.2 Verify that portfolio C with an expected return of 6.2% and factor sensitivity of 0.8 is priced correctly.

Risk premium is the same, but the betas change. Recall CAPM.

oh okay. For some reason I thought risk premium should be different because of the different factors…