Question: Question 2 10 Within the framework of one-factor APT, if the variance of the factor portfolio is 0.05 and the variance of a well-diversified portfolio

Question 2 10 Within the framework of one-factor APT, if the variance of the factor portfolio is 0.05 and the variance of a well-diversified portfolio is 0.04, then the beta of this well-diversified portfolio would be: 0.64 0.8 0.89 20

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