Question: Consider the following data for a single - factor economy. All portfolios are well diversified. If the risk - free rate is 4 % ,

Consider the following data for a single-factor economy. All portfolios are well diversified.
If the risk-free rate is 4%, does an arbitrage opportunity exist? If so, what would an arbitrage
strategy be?
Consider the following data for a single-factor economy. All portfolios are

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