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There are two well diversified and correctly priced portfolios, A and B, with E[rA]=14% and E[rB]=14.8%. If the economy has only one factor and A=1

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There are two well diversified and correctly priced portfolios, A and B, with E[rA]=14% and E[rB]=14.8%. If the economy has only one factor and A=1 and B=1.1, what must be the riskfree rate

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