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Please show all equations and work as needed. 6. Consider the single factor APT. Portfolio A has a beta of 0.2 and an expected return

Please show all equations and work as needed.

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6. Consider the single factor APT. Portfolio A has a beta of 0.2 and an expected return of 13%. Portfolio B has a beta of 0.4 and an expected return of 15%. The risk-free rate of return is 10%. If you wanted to take advantage of an arbitrage opportunity, you should take a short position in portfolio_and a long position in portfolio A. A; A B. A; B C. B; A D, :

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