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A portfolio manager uses the multifactor model shown in the below table. The S&P 500 is the benchmark for Portfolios A and B. Calculate the

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A portfolio manager uses the multifactor model shown in the below table. The S&P 500 is the benchmark for Portfolios A and B. Calculate the weights the manager would put on Portfolios A and B to have zero excess inflation factor sensitivity (relative to the inflation factor sensitivity of the S&P 500). Then calculate the business cycle factor sensitivity of the resulting portfolio

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