Question: Consider the one-factor APT. The standard deviation of returns on a well-diversified portfolio is 18%. The standard deviation on the factor portfolio is 0.148%. The

Consider the one-factor APT. The standard deviation of returns on a well-diversified portfolio is 18%. The standard deviation on the factor portfolio is 0.148%. The beta of the well-diversified portfolio is approximately.

Round your answer to the nearest 2nd decimal digit, i.e., in the format of 1.23.

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