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Consider the following data for a one-factor economy. All portfolios are well diversified. Portfolio E(0) Beta A 12% F 6% 0.0 Suppose that another portfolio,

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Consider the following data for a one-factor economy. All portfolios are well diversified. Portfolio E(0) Beta A 12% F 6% 0.0 Suppose that another portfolio, portfolio E, is well diversified with a beta of 6 and expected return of 8%. If an arbitrage opportunity exists, what percentage rate of return would you earn for free based on your arbitrage strategy? (Do not round your intermedi

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