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suppose a sizeable, fully diversified portoflio has an f1 beta of .9, and f2 beta of 1.4, and an expected return of 11.6 percent. IF

suppose a sizeable, fully diversified portoflio has an f1 beta of .9, and f2 beta of 1.4, and an expected return of 11.6 percent. IF f1 turn out to be 1.1 percent and f2 is .-8 percent, what will be the actual rate of return based on a two-factor arbitrage pricing model

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