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Assume both portfolios A and B are well diversified, that E(r)a = 14.8% and E(r)b =13.8%. If the economy only has one factor and Ba

Assume both portfolios A and B are well diversified, that E(r)a = 14.8% and E(r)b =13.8%. If the economy only has one factor and Ba = 1 while Bb = 1.1, what must be the risk-free rate

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