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Is there an arbitrage opportunity given the following three portfolios ( assume that CAPM holds ) ? If yes, construct and arbitrage portfolio. What is
Is there an arbitrage opportunity given the following three portfolios assume that CAPM holds
If yes, construct and arbitrage portfolio. What is the portfolio expected return?
Yes, Expected Return on Arbitrage Portfolio is
Yes, Expected Return on Arbitrage Portfolio is
Yes, Expected Return on Arbitrage Portfolio is
No
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