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consider the following data for a one-factor economy. all portfolios are well diversified. portfolioA, E(r)=0.15, Beta=0.75 portfolioB, E(r)=0.23, Beta=1.1 T-bill E(r)=0.03 now suppose that portfolio B is not well-diversified. would an arbitrage opportunity exist? why? if so, what would be the arbitrage strategy?
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