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58,11%. Sq: (79,1)1.ss2_x.3) r 2x(4179.592)(4)(fo-iast 15. (12 points) Consider the following data for an economy where a one-factor APT holds. All portfolios are well diversified

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58,11%. Sq: (79,1)1.ss2_x.3) r 2x(4179.592)(4)(fo-iast 15. (12 points) Consider the following data for an economy where a one-factor APT holds. All portfolios are well diversified Portfolio 10% 8% Beta 1.0 0.6 a) What is the factor risk premium in this economy? (b) What is the risk-free rate in this economy

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