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consider the single factor APT. portfolio A has a beta of 1.7 and an expected return of 5.5%. the risk free rate of return is

consider the single factor APT. portfolio A has a beta of 1.7 and an expected return of 5.5%. the risk free rate of return is 2.5% if you wanted to take advantage of an arbitrage opportunity, you should take a short position in portfolio_______ (a/b) and a long position in portfolio_______ (a/b)

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