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 questic 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 profit 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 portfolio A is 0.104 5. The ratio of risk premium to beta for portfolio 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 portfolio A is 9% 9. 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 10. 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 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% 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 questic 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 profit 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 portfolio A is 0.104 5. The ratio of risk premium to beta for portfolio 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 portfolio A is 9% 9. 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 10. 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 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%