Consider the single factor APT. Portfolio A has a beta of $1\mathrm{.}6$ and an expected return of $19\%.$ Portfolio B has a beta of $0\mathrm{.}6$ and an expected return of $15\%.$ The risk$-$free rate of return is $10\%.$ If you wanted to take advantage

of an arbitrage opportunity, you should take a short position in portfolio

and a long position in portfolio

Multiple Choice

A;A

$A$;$B$

$B$;$B$

B;A