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 Rf beta R 2.3 28% 4% B 1.9 20% 4% A Choose all correct answers. Please note that each incorrect answer will reduce the score by 10% 1. The arbitrage strategy: is to short portfolio A and B and use the proceeds to take a long position in risk free asset 2. 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 13. 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 4. The ratio of risk premium to beta for portfolio B is 8.67% 5. For portfolio A, the ratio of risk premium to beta is 10% 6. The ratio of risk premium to beta for portfolio A is 9% 7. The ratio of risk premium to beta for portfolio B is 7.67% 18. The ratio of risk premium to beta for portfolio A is 10% 9. 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 10. The ratio of risk premium to beta for portfolio A is 0.104 11. The arbitrage profit is 0.5% 12. The arbitrage profit is 5% 13. The arbitrage profit will be 3.83% 14. The ratio of risk premium to beta for portfolio B is 0.084