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What is the rate of return from arbitrage opportunity using the following two portfolios: Portfolio (P) : return = 32.83% standard deviation = 41.34% Portfolio
What is the rate of return from arbitrage opportunity using the following two portfolios: Portfolio (P) : return = 32.83% standard deviation = 41.34% Portfolio (Q): return = 18.27% standard deviation = 26.37% Risk-free rate of return = 6.36% Write answer in four decimal places.
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