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.

Portfolio	beta	R	Rf
A	2.3	28%	4%
B	1.9	20%	4%

	1.	The arbitrage strategy it toshort portfolio A and use the proceeds to take a long position (50%)in A and (50%) in risk free asset
	2.	The arbitrage profit will be 3.83%
	3.	The arbitrage profit is 0.5%
	4.	The ratio of risk premium to beta for portfolio A is 0.104
	5.	The arbitrage profit is 5%
	6.	The ratio of risk premium to beta for portfolio B is 7.67%
	7.	The ratio of risk premium to beta for portfolio B is 0.084
	8.	The ratio of risk premium to beta for portfolio A is 10%
	9.	The arbitrage strategy is toshort portfolio B and use the proceeds to take a long position (75%) in A and (25%) in risk free asset
	10.	For portfolio A,the ratio of risk premium to beta is 10%
	11.	The ratio of risk premium to beta for portfolio A is 9%
	12.	The ratio of risk premium to beta for portfolio B is 8.67%
	13.	The arbitrage strategy:is toshort portfolio A andB and use the proceeds to take a long position in risk free asset
	14.	The arbitrage strategy is to short portfolio B and use the proceeds to take a long position (82.61%) in A and (17.39%) in risk free asset