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Assume both portfolios A and B are well diversified, that E(r_A) = 14.2% and E(r_B) = 15.0%. If the economy has only one factor, and

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Assume both portfolios A and B are well diversified, that E(r_A) = 14.2% and E(r_B) = 15.0%. If the economy has only one factor, and beta_A = 1 while beta_B = 1.1, What must be the risk-free rate

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