Consider the single factor APT. Portfolio A has a beta of.2 and an expected return of 13%. Portfolio B has a beta of .4 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 Het and a long position in portfolio AA B; B A; B B; A Question 25 (3 points) Asset A has an expected return of 15% and a standard deviation of 20%. The risk- free rate is 5%. What is the reward-to-variability ratio? .40 0.50 .60 Question 25 (3 points) Asset A has an expected return of 15% and a standard deviation of 20%. The risk- free rate is 5%. What is the reward-to-variability ratio? 0.40 0.50 0.60 0.20 Question 26 (3 points)