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Assume that both portfolios A and B are well diversified, that E(ra) = 17%, and EVa) = 13%. If the economy has only one factor,
Assume that both portfolios A and B are well diversified, that E(ra) = 17%, and EVa) = 13%. If the economy has only one factor, and A = 2.0, whereas A,-1.5, what must be the risk-free rate? (Do not round intermediate calculations.) Risk-free rate
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