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See below details about two well diversified portfolios (X & Y) in a one-factor economy. Suppose there is another well diversified portfolio, Z with a

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See below details about two well diversified portfolios (X & Y) in a one-factor economy. Suppose there is another well diversified portfolio, Z with a beta of 0.6, and an expected return of 8%. Is there an arbitrage opportunity? If so, how would you implement it

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