Consider a single factor APT We have the following information about the portfolio A. portfolio B, and risk-free rate of return. Please answer the following questions. Choose all correct answers. Please note that each incorrect answer will reduce the score by 10% 1. The ratio of risk premium to beta for portfolio A is 10% 2. The arbitrage prolit is 5% 3. The arbitrage strategy: is to short portfolio A and B and use the proceeds to take a long position in risk free asset 4. The ratio of risk premium to beta for portifolio A is 0.104 5. The ratio of risk premium to beta for portfollo B is 0.084 6. The ratio of risk premium to beta for portfolio B is 7.67% 7. The arbitrage strategy is to short portfolio B and use the proceeds to take a long position (75%) in A and (25%) in risk free asset 8. The ratio of risk premium to beta for portiolio A is 9% 9. The arbitrage strategy is to short portfolio B and use the proceeds to take a long position (82.612) in A and ( 17.39%) in risk free asset 10. The arbitrage strategy it to short portfolio A and use the proceeds to take a long posation (50%) in A and (50%) in risk free asset 11. The arbitrage profit will be 3.83% 12. The arbitrage profit is 0.5% 13. The ratio of risk premium to beta for portfolio B is 8.67% 14. For portfolio A, the ratio of risk premium to beta is 10%