Question: Consider the single factor APT. Portfolio A has a beta of 17 and an expected return of 286. Portfolio B has a beta of 5

Consider the single factor APT. Portfolio A has a beta of 17 and an expected return of 286. Portfolio B has a beta of 5 and an expected retum of IT there free rate of return is 11%. If you wanted to take advantage of an arbitrage opportunity, you should take a short position in portfolio and a long positionin portfolio Multiple Choice BA a AA AB DE

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