Question: Hello, i am facing difficulty in answering this question, please help Assume both portfolios A and B are well diversified, that E (RA) = 14%

Hello, i am facing difficulty in answering this question, please help

Assume both portfolios A and B are well diversified, that E (RA) = 14% and E (RB) = 14.8%. If the economy has only one factor, and A = 1 while B = 1.1, what must be the risk-free rate?

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