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 $10\%$

A$.$ The ratio of risk premium to beta for portfolio A is $9\mathrm{.}80\%$

B$.$ The ratio of risk premium to beta for portfolio B is $8\mathrm{.}67\%$

C$.$ 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

D$.$ The arbitrage profit is $0\mathrm{.}5\%$

E$.$ The ratio of risk premium to beta for portfolio $A$ is $1056\%$

F$.$ The ratio of risk premium to beta for portfolio B is $7\mathrm{.}67\%$

G$.$ The arbitrage profit is $5\mathrm{.}0\%$

H$.$ The arbitrage strategy it to short portfolio A and use the proceeds to take a long position $(50\%)$ in A and $(50\%)$ in risk free asset

I. The arbitrage strategy: is to short portfolio A and $B$ and use the proceeds to take a long position in risk free asset

J$.$ For portfolio $A_{{?}_{?}},$ the ratio of risk premium to beta is $10\mathrm{.}99\%$

K$.$ The ratio of risk premium to beta for portfolio $B$ is $0\mathrm{.}09$

L$.$ The ratio of risk premium to beta for portfolio $A$ is $8\mathrm{.}26\%$

M$.$ The ratio of risk premium to beta for portfolio $B$ is $5\mathrm{.}79\%$

N$.$ The arbitrage strategy is to short portfolio B and use the proceeds to take a long position $(82\mathrm{.}61\%)$ in A and $(17\mathrm{.}39\%)$ in risk free asset

O$.$ The arbitrage profit will be $4\mathrm{.}70\%$