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Consider the multi-factor APT model with two-factors. The risk premium on factor 1 and 2 portfolios are 8% and 3% respectively. Stock A has a beta of 1.3 on factor 1 and a beta of 0.7 on factor 2. The expected return on Stock A is 14%. If no arbitrage opportunities exist, the risk free rate is:
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Consider the multi-factor APT model with two-factors. The risk premium on factor 1 and 2 portfolios...
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