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Portfolio A has an expected return of 22% and a beta of 2 while portfolio B has an expected return of 18% and a beta

Portfolio A has an expected return of 22% and a beta of 2 while portfolio B has an expected return of 18% and a beta of 1 . According to a single factor model, what is the expected return on a portfolio with a beta of 0 ? 4% 8% 10% 14%

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