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Is there an arbitrage opportunity given the following three portfolios (assume that CAPM holds)? If yes, construct an arbitrage portfolio. What is the portfolio expected

Is there an arbitrage opportunity given the following three portfolios (assume that CAPM holds)? If yes, construct an arbitrage portfolio. What is the portfolio expected return? Portfolio Expected Return Beta A 16% 2 M L 12% 1 F 4% 0

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