Consider the single factor APT. Portfolio A has a beta of $1\mathrm{.}2$ and an expected return of $24\%.$ Portfolio B has a beta of $0\mathrm{.}8$ and an expected return of $20\%.$ The risk$-$free rate of return is $7\%.$ If you wanted to take advantage of an arbitrage opportunity, you should take a short position in portfolio $\_\_\_\_\_$ and a long position in portfolio $\_\_\_\_\_$