Question: some assistance will be great fb) d) B 14% 0.5 1.0 C 10% 0.3 0.2 Find the Factor Risk Premia l1 and l2. Assume portfolio

some assistance will be great

$some assistance will be great \fb) d) B 14% 0.5$ $some assistance will be great \fb) d) B 14% 0.5$

\fb) d) B 14% 0.5 1.0 C 10% 0.3 0.2 Find the Factor Risk Premia l1 and l2. Assume portfolio E has expected return 15% and factor \"loadings\" be; = bag: 0.6. Find a combination of portfolios A, B, and C (call this portfolio D) that has the same systematic risk as portfolio E. Find the expected return on portfolio B. Is there an arbitrage opportunity in this market? If so, construct an arbitrage strategy using only portfolios D and E

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