Question: 24. [4 points]. Consider the following three securities Security Expected return Beta 12% 1.4 13% 9% 1.6 0.9 Is there an opportunity to form an

24. [4 points]. Consider the following three securities Security Expected return Beta 12% 1.4 13% 9% 1.6 0.9 Is there an opportunity to form an arbitrage portfolio? Show your work. 25. [3 points]. A seven-year pure discount bond trades at $457.92. Find the bond's YTM. 26. [4 points]. Consider the following spot rates: assey.ac.nz/pluginfile.php/3227616/mod.res...ntent/0/Test%202%20version%20A%201801%20125.2

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