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Suppose we live in a one-factor world and there are three assets and all are well-diversified. Is there an arbitrage opportunity? If there is, can

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Suppose we live in a one-factor world and there are three assets and all are well-diversified. Is there an arbitrage opportunity? If there is, can you create an arbitrage strategy that will deliver a risk-free profit of $2000 a year from now with no investment today

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