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Assume both portfolios A and B are well diversified, that sma) - 13.21 and Bry) - 14.31. If the economy has only one factor, and

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Assume both portfolios A and B are well diversified, that sma) - 13.21 and Bry) - 14.31. If the economy has only one factor, and BA - 1 while B) - 1.2, what must be the risk-free rate? (Do not round intermediate calculations. Round your answer to 1 decimal place.) Risk-free rate

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