Consider the single factor APT. Portfolio A has a beta of $1\mathrm{.}4$ and an expected return of $24\%.$ Portfolio $B$ has a beta of $0\mathrm{.}8$ and an expected return or $208.$ The risk$-$free rate of return is $5\%.$ If you wanted to take advantage of an arbitrage opportunity, you should take a short position in portioilio and a long position in portfolio

Multiple Choice

B;B

$A$;$B$

A:A