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Suppose you are working with two factor portfolios. Portfolio 1 and Portfolio 2, The portfolios have expected returns of 15% and 6%, respectively. Based on

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Suppose you are working with two factor portfolios. Portfolio 1 and Portfolio 2, The portfolios have expected returns of 15% and 6%, respectively. Based on this information, w would be the expected return on well-diversified portfolio A, if A has a beta of 0.80 on the first factor and 0.50 on the second factor? The risk-free rate is 3% ? 14.1% 15.2% O 13.3% O 10.7%

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