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Business, 13.07.2019 01:20 toni240

Portfolio a has a beta of 1.0 and an expected return of 22%. portfolio b has a beta of 2.0 and an expected return of 17%. the risk-free rate of return is 2%. is there an opportunity for arbitrage: ( explain your answer)

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Portfolio a has a beta of 1.0 and an expected return of 22%. portfolio b has a beta of 2.0 and an ex...
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