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Consider the single factor apt. portfolio a has a beta of 1.3 and an expected return of 21%. portfolio b has a beta of .7 and an expected return of 17%. the risk-free rate of return is 8%. if you wanted to take advantage of an arbitrage opportunity, you should take a short position in portfolio and a long position in portfolio
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Consider the single factor apt. portfolio a has a beta of 1.3 and an expected return of 21%. portfol...
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