Consider the single factor APT. Portfolio A has a beta of $0\mathrm{.}2$ and an expected return of $12\%.$ Portfolio B has a beta of $0\mathrm{.}4$ and an expected return of $15\%.$ Both are well diversified. The risk$-$ free rate of return is $10\%.$ You want to take advantage of an arbitrage opportunity. You first construct a zero$-$beta portfolio P using portfolios A and B$,$ you should put portfolio weight of $\_\_\_\_\_\_\_\_\_\_\_($round to the nearest whole number$)$ on portfolio A and $\_\_\_\_\_\_\_\_\_\_\%($round to the nearest whole number$)$ on portfolio B$.$ Now you construct the arbitrage portfolio by going short $$1$ of portfolio P and long $$1$ of the risk$-$free asset $($i$.$e$.$ the cost of your arbitrage portfolio is zero$).$ Your payoff in a year is $ $\_\_\_\_\_\_\_\_\_($round to $2$ decimal places$)$ for sure.