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Consider the three well diversified portfolios below. what will be the arbitrage profit per $10,000 position (long or short) in portfolio A? Portfolio Expected ROR

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Consider the three well diversified portfolios below. what will be the arbitrage profit per $10,000 position (long or short) in portfolio A? Portfolio Expected ROR Beta 20% 2.0 B 2% -0.2 30% 3.0 Multiple Choice $135 $40 $105 none of the above

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