How do I know which one needs to long and short? which factors did I need to compare?

+ 70.- Consider a single factor APT. Portfolio A has a beta of 2.0 and an expected return of 22%. Portfolio B has a beta of 1.5 and an expected return of 17%. The risk-free rate of return is 4%. If you wanted to take advantage of an arbitrage opportunity, you should take a short position in portfolio and a long position in portfolio + t A. #A, A B. A, B C. B, A+ D. EB, B2 E. A, the riskless asset A: 22% = 2.0F+ 4%; F= 9%; B: 17% = 1.5F+4%: F= 8.67%; thus, short B and take a long position in A