Question: Please show all your work clearly. = In the single-index APT model, consider two well-diversified portfolios with BA=0.9 and BB = 1.1. If the market

Please show all your work clearly. = In the single-index APT

Please show all your work clearly.

= In the single-index APT model, consider two well-diversified portfolios with BA=0.9 and BB = 1.1. If the market excess return is rm -rf=3% what is the value ofr A-18? 096 -0.696 1.296 none of the above

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