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Assume that both portfolios A and B are well diversified, that E(rA)=12%, and E(rB)=9%. If the economy has only one factor, and A=1.2, whereas B=.8,

Assume that both portfolios A and B are well diversified, that E(rA)=12%, and E(rB)=9%. If the economy has only one factor, and A=1.2, whereas B=.8, what must be the risk-free rate

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