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2. Investors have three types of securities, each with a market value of 4 million. The expected rate of return and beta are listed below.

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2. Investors have three types of securities, each with a market value of 4 million. The expected rate of return and beta are listed below. please find an arbitrage portfolio securities expected rate of return beta 12% 0.8 B 14% 1.1 C 16% 1.6

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