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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

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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 = 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, Numeric Response Which of the following statements is (are) correct? Help Save & E Multiple Choice If a market is strong-form efficient it is also semistrong and weak form efficient If a market is weak form efficient. It is also semistrong and strong form efficient If a market is semistrong form efficient, it is also strong form efficient If a market is strong-form efficient, it is also semistrong, but not weakform efficient

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