Consider a single factor APT. Both Asset A and Asset B are well-diversified. Portfolio A has a beta of 0.5 and an expected return of 10%. Portfolio B has a beta of 1.5 and an expected return of 18.0%. The risk-free rate of return is 5%. If you __________$2000 of Portfolio B, __________of Portfolio A, and, __________of risk-free bond, your arbitrage profit is:

A. There is no arbitrage; $0. B. long; short $8000; long $4000; $15 C. short; long $6000; short $4000; $40 D. long; long $8000; short$4000; $40