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Consider a single factor APT. Portfolio A has a beta of 1.5 and an expected return of 29%. Portfolio B has a beta of 0.9

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Consider a single factor APT. Portfolio A has a beta of 1.5 and an expected return of 29%. Portfolio B has a beta of 0.9 and an expected return of 13%. The risk-free in the other risky portfolio would generate a rate of return of %

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