I need help today 9/4 at 5PM Eastern Standard Time Consider the single factor APT. Portfolio A has a beta of 1.5 and an expected return of 25%. Portfolio B has a beta of .8 and an expected return of 21%. The risk-free rate of return is 8%. If you wanted to take advantage of an arbitrage opportunity, you should take a short position in portfolio __________ and a long position in portfolio _________. Options: A;A A;B B;B B;A

You find that the annual Sharpe ratio for stock A returns is equal to 1.99. For a 2-year holding period, the Sharpe ratio would equal _______. Options: 2.83 1.41 0.71 2.81