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3) (Continuation) Assume that portfolio C is also exposed only to the same factor risk. Its sensitivity to factor risk is 2 . Calculate the

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3) (Continuation) Assume that portfolio C is also exposed only to the same factor risk. Its sensitivity to factor risk is 2 . Calculate the expected return of portfolio C. a. 20 percent b. 25 percent c. 15 percent d. 30 percent

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