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.PortfoliobetaRRfA$2\mathrm{.}328\%9\%1\mathrm{.}920\%9\%$Choose all correct answers. Please note that each incorrect answer will reduce the score by $10\%$

The ratio of risk premium to beta for portfolio A is $9\mathrm{.}80\%$The ratio of risk premium to beta for portfolio B is $8\mathrm{.}67\%$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 $0\mathrm{.}5\%$