Question: 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

Consider the three well diversified portfolios below. what will be the

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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