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Exam 24 Consider the single factor APT. Portfolio A has a bete of 13 and an expected return of 23%. Portfolio B has a beta

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Exam 24 Consider the single factor APT. Portfolio A has a bete of 13 and an expected return of 23%. Portfolio B has a beta of 8 and an expected return of 19%. The risk free rate of return is 88 If you wanted to take advantage of an arbitrage opportunity, you should take a short position in portfolio and a long position in portfolio Motiple Choice RA AA

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