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Suppose we have three portfolios with factor sensitivities given in the table. Using the information in the table, create an arbitrage portfolio using a short

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Suppose we have three portfolios with factor sensitivities given in the table. Using the information in the table, create an arbitrage portfolio using a short position in A and B and long position in C. Calculate the expected cash flow on the arbitrage portfolio for a $10,00 investment in C

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