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Please help with below question suppose that you are converting a well-diversified portfolio (Portfolio P) into an arbitrage ortfolio. The excess returns of Portfolio P

Please help with below question

suppose that you are converting a well-diversified portfolio (Portfolio P) into an arbitrage ortfolio. The excess returns of Portfolio P can be explained by two factor APT model (i.e., "p = Op + By RF(1) + By" RF(2) + Ep, Where ap

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