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Chapter 7 Capital Asset Pricing and Arb. Saved Help Save & Exit Sutin Check my...

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Chapter 7 Capital Asset Pricing and Arb. Saved Help Save & Exit Sutin Check my world Assume both portfolios A and B are well diversified that Era) - 13.6% and E(ra) - 14,4% If the economy has only one factor, and a 1 while Bg = 1.1, what must be the risk-free rate? (Do not round Intermediate calculations. Round your answer to 1 decimal place.) Rask-free rate

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