Question: Please solve As soon as Solve quickly i get you thumbs up directly Thank's Abdul-Rahim Taysir 3.r_f = 14%. A well-diversified portfolio (H) has a
Please solve As soon as Solve quickly i get you thumbs up directly Thank's Abdul-Rahim Taysir

3.r_f = 14%. A well-diversified portfolio (H) has a b_H = 2.6 and a_H = 4%. A well-diversified portfolio (Z) has a b_Z = 1.6 and a_Z = 2%. Is there an arbitrage opportunity? If so, what will be you position on the risk-free asset? (2 points) Yes; short position. Yes; long position No; undetermined The information provided are not enough to answer questions
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