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Assuming a two-factor APT world where the systematic risks are GDP risk and Oil risk, risk-free rate is 2%. Assume there exists GDP and Oil

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Assuming a two-factor APT world where the systematic risks are GDP risk and Oil risk, risk-free rate is 2%. Assume there exists GDP and Oil factor portfolios that are tradeable. If a trader estimates the expected return of Portfolio ABC to be 17.0%, the alpha of Portfolio ABC is

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