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Consider a multifactor APT model. The risk premiums on factor 1 and factor 2 are 5% and 3%, respectively. The risk-free rate of return is

Consider a multifactor APT model. The risk premiums on factor 1 and factor 2 are 5% and 3%, respectively. The risk-free rate of return is 2%. Portfolio Z has an expected return of 12.5% and a beta on factor 1 of 1.2. Portfolio Z has a beta on factor 2 of?

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