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Consider the one-factor APT. The standard deviation of returns on a well-diversified portfolio is 22.00%. The standard deviation on the factor portfolio is 19.00%. What

Consider the one-factor APT. The standard deviation of returns on a well-diversified portfolio is 22.00%. The standard deviation on the factor portfolio is 19.00%. What is the beta of the well-diversified portfolio? (Round your answer to 5 decimal places.) Beta

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