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Consider a single factor APT. Portfolio A has a beta of 2.0 and an expected return of 19%. Portfolio B has a beta of 1.8

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Consider a single factor APT. Portfolio A has a beta of 2.0 and an expected return of 19%. Portfolio B has a beta of 1.8 and an expected return of 8%. The risk-free compare the returns to portfolio D and portfolio B to decide the directiong

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