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Given the following well diversified portfolios, what is the arbitrage profit on a $100 (long or possibly short) position in portfolio 1? portfolio Expected ROR

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Given the following well diversified portfolios, what is the arbitrage profit on a $100 (long or possibly short) position in portfolio 1? portfolio Expected ROR 10% 12% 14% Beta 0.6 0.8 12 2 3 Multiple Choice $1.00 $0.50 o $125 Dr A1 A2 NAVE Multiple Choice O $1.00 $0.50 $1.25 O $0.05 none of the above

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