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Consider the multifactor APT with two factors. Portfolio A has a beta of 0.8 on factor 1 and a beta of 1.35 on factor 2

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Consider the multifactor APT with two factors. Portfolio A has a beta of 0.8 on factor 1 and a beta of 1.35 on factor 2 . The risk premiums on the tactor 1 ind 2 . portfolios are 296 and 6%, respectively. The risk-free rate of return is 4%. The expected return on portfolio A is if no arbitrage eppertunaties alse. (Answer in percentages rounded to two decimals)

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