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Consider the one-factor APT. The standard deviation of returns on a well-diversified portfolio is 26.50%. The standard deviation on the factor portfolio is 23.50%. What

Consider the one-factor APT. The standard deviation of returns on a well-diversified portfolio is 26.50%. The standard deviation on the factor portfolio is 23.50%.

What is the beta of the well-diversified portfolio? (Round your answer to 5 decimal places.)

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