Question: Please show all equations and work as needed. 6. Consider the single factor APT. Portfolio A has a beta of 0.2 and an expected return

Please show all equations and work as needed.

Please show all equations and work as needed. 6. Consider the single

6. Consider the single factor APT. Portfolio A has a beta of 0.2 and an expected return of 13%. Portfolio B has a beta of 0.4 and an expected return of 15%. The risk-free rate of return is 10%. If you wanted to take advantage of an arbitrage opportunity, you should take a short position in portfolio_and a long position in portfolio A. A; A B. A; B C. B; A D, :

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