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T/F with explaination Consider the single-factor APT. Stocks A and B have expected returns of 12% and 19%, respectively. The risk-free rate of return is

T/F with explaination

Consider the single-factor APT. Stocks A and B have expected returns of 12% and 19%, respectively. The risk-free rate of return is 3%. Stock B has a beta of 2. If arbitrage opportunities are ruled out, stock A has a beta of 0.47.

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