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Consider the following data for a single-index economy. All portfolios are well diversified. Suppose another portfolio E is well diversified with a beta of 2/3

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Consider the following data for a single-index economy. All portfolios are well diversified. Suppose another portfolio E is well diversified with a beta of 2/3 and expected return of 9%. Is there an arbitrage opportunity? If so, what is it? (LO74) Consider the following data for a single-index economy. All portfolios are well diversified. Suppose another portfolio E is well diversified with a beta of 2/3 and expected return of 9%. Is there an arbitrage opportunity? If so, what is it? (LO74)

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