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Consider the following well diversified portfolios A: expected ROR =7% with beta=0.5, B: expected ROR =12% with beta =0.9, C:expected ROR =14% with beta =
Consider the following well diversified portfolios A: expected ROR =7% with beta=0.5, B: expected ROR =12% with beta =0.9, C:expected ROR =14% with beta = 1.3. What is the arbitrage profit per $1000 notional amount in portfolio A (long or short position.) Enter a number without a dollar sign.
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