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Stock prices are determined by a 2 factor APT model. You have 3 investments available to you: Portfolio Beta 2 Expected Excess Return Beta 1

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Stock prices are determined by a 2 factor APT model. You have 3 investments available to you: Portfolio Beta 2 Expected Excess Return Beta 1 4.1% O 3.1% 8.3% 0.5 0.5 What would the expected excess return be on an arbitrage portfolio, given this information

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