Question: Consider the one-factor APT. The standard deviation of returns on a well-diversified portfolio is 14%. The standard deviation on the factor portfolio is 10%. The

Consider the one-factor APT. The standard deviation of returns on a well-diversified portfolio is 14%. The standard deviation on the factor portfolio is 10%. The beta of the well diversified portfolio is approximately Excel 1:40, 1.82 1.65 0.80

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