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Assume both portfolios A and B are well diversified, that E(rA) = 14% and E(rB) =...

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 βA = 1 while βB = 1.1, what must be the risk-free rate?

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