Question: help please Consider the single factor APT Portfolio A has a beta of 17 and an expected return of 21%. Portfolio B has a beta

help please

Consider the single factor APT Portfolio A has a beta of 17 and an expected return of 21%. Portfolio B has a beta of 5 and an expected return of 17%. The risk-free rate of return is 17%. If you wanted to take advantage of an arbitrage opportunity, you should take a short position in portfolio long position in portfolio and a Multiple Choice AA O BB 0 BA

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