Question: Consider the multifactor. APT with two factors. Portfolio A has a beta of 0.8 on factor 1 and a beta of 1.35 on factor portfolios
Consider the multifactor. APT with two factors. Portfolio A has a beta of 0.8 on factor 1 and a beta of 1.35 on factor portfolios are 2%6 and 6%, respectively. The risk.free rate of return is 4%. The expected return on portollo A is (Answer in percentoges rounded to two decimais)
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