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  3. many thanks for your help c. consider the followi

many thanks for your help C. Consider the following data for a one-factor economy....

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many thanks for your help

C. Consider the following data for a one-factor economy. All portfolios are well diversified. Portfolio ET) Beta F 12% 6% 1.2 0.0 Suppose that another portfolio, portfolio E, is well diversified with a beta of 0.6 and expected return of 7%. Would an arbitrage opportunity exist? If so, what would be the arbitrage opportunity

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