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Question 12 1 points Save Annel Consider the multifactor APT. There are two independent economic factors, F and 13. The risk-free rate of return is

Question 12 1 points Save Annel Consider the multifactor APT. There are two independent economic factors, F and 13. The risk-free rate of return is 6%. The following information is available about two well-diversified portfolios Portfolio dondon F2 Expected Return A 10 20 17 2.0 00 12 Assuming no arbitrage opportunities exist, the risk premium on the factor 2 portfolio should be mecburentetswedavicourses 15432.202110 oreadsheet 15437.SK

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