Please select all the correct statements for the question, thank you! There are multiple correct answers. Help pls$!$

Consider a single factor APT. We have the following information about the portfolio A$,$ portfolio B$,$ and risk$-$free rate of return.

Please answer the following questions.

Choose all correct answers. Please note that each incorrect answer will reduce the score by $10\%$

The ratio of risk premium to beta for portfolio A is $8\mathrm{.}50\%$

The ratio of risk premium to beta for portfolio B is $8\mathrm{.}00\%$

The arbitrage strategy is to short portfolio B$,$ long position in portfolio A and lend money

The arbitrage profit is $0\mathrm{.}75\%$

The ratio of risk premium to beta for portfolio A is $10\mathrm{.}0\%$

The ratio of risk premium to beta for portfolio B is $7\mathrm{.}67\%$

The arbitrage profit is $5\%$

$($H$)$

The arbitrage strategy it to short portfolio A and use the proceeds to take a long position $(50\%)$ in A and $(50\%)$ in risk free

asset

The arbitrage strategy: is to short portfolio A and B and use the proceeds to take a long position in risk free asset

For portfolio A $,$ the ratio of risk premium to beta is $10\%$

The ratio of risk premium to beta for portfolio A is $10\mathrm{.}87\%$

The ratio of risk premium to beta for portfolio B is $8\mathrm{.}95\%$

The arbitrage profit is $3\mathrm{.}65\%$