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Consider the following simplified APT model Expected Risk Premium Factor Market 7.6 Interest rate Yield spread 5.5 Factor Risk Exposures Market Interest Rate Yield Spread Stock (b (b2) 1.2 1.0 Consider a portfolio with equal investments in stocks P P2, and Ps. Assume rf 5% a. What are the factor risk exposures for the portfolio? (A negative answer should be indicated by a minus sign. Do not round intermediate calculations. Round your answers to 3 decimal places. Factor Risk Exposures Market (b Interest rate (b2) Yield spread (b30 b. What is the portfolios expected return? (Do not round intermediate calculations. Enter your answer as a percent rounded to 2 decimal places.) Expected return

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