Question: Help Save & Exit 24 Consider the single factor APT. Portfolio A has a beta of 1.4 and an expected return of 24%. Portfolio B

Help Save & Exit 24 Consider the single factor APT. Portfolio A has a beta of 1.4 and an expected return of 24%. Portfolio B has a beta of 8 and an expected return of 20% The risk-free rate of return is 5%. If you wanted to take advantage of an arbitrage opportunity, you should take a short position in portfolio and a long position in portfolio 8 01:39:07 Multiple Choice Print AA AB BB O BA

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