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Suppose the expected returns of portfolio XYZ and ABC are given as 11.9% and 28.19%, respectively. The beta of XYZ is 1 and 2.98 for

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Suppose the expected returns of portfolio XYZ and ABC are given as 11.9% and 28.19%, respectively. The beta of XYZ is 1 and 2.98 for portfolio ABC. If the expected returns of both portfolios are determined by a single factor, what is the rate of return for a risk-free asset

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