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6. Assume that both portfolios A and B are well diversified, that Elra) = 12% and E (TB) = 90% If the economy has only

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6. Assume that both portfolios A and B are well diversified, that Elra) = 12% and E (TB) = 90% If the economy has only one factor, and B2 whereas B. =.8 what must be the riskfree rate

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