Consider a single factor APT. We have the folowing information about the portfolio A portfolio It, and risk.fro 1.9 Choose all correct answers. Please note that each incorrect answer will reduce the score by 10% 31. The arbitrage strategy is to short portillo D and use the proceeds to take a long position (75%) in A and (25%6) in risk free asset 132 The arbitrage profit is ON ()3 The ratio of risk premium to beta for pondoto A Is.9). ) 4. The arbitrage strategy is to short portolio $ and use the proceeds to take a long position (12.01);) in A and (17:207%) in risk free asset Cis. The ratio of risk premium to beta for portlolo A is 10% OK The artvenge profit is 05% (7) The ratio of risk premium tio beta for portfolio ! m 6.084 (4: The ebsrage strategy: is to short portfolio A and & and use the proceeds to take a long position in risk bee model C1 9. The arbitrage strategy it to short portfolio A and use the proceeds to take a long position (50%) in A and (501) in risk from asset ) 10. The ratio of risk premium to beta for portono fi is 1.675, Citt. The ratio of risk premium to bota for portfolio , I D,104 ) 12. For portfolio A, the ratio of risk peerroom to bets is 1ON 13 The arbitrage profit wit be 3 83%% 1 14. The ratio of risk premium to bits for porttaio 1 14 7.0718