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10. Consider the single factor APT. Portfolio A has a beta of 0.2 and an expected return of 13%. Portfolio B has a beta of

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10. Consider the single factor APT. Portfolio A has a beta of 0.2 and an expected return of 13%. Portfolio B has a beta of 0.4 and an expected return of 15%. The risk- free rate of return is 10%. If you wanted to take advantage of an arbitrage opportunity, you should take a short position in portfolio______ and a long position in portfolio , OAA BB None of the above B, A

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