Question: Question 21 4 pts Consider a single factor APT Portfolio A has a beta of 15 and an expected return of 25.3. Portfolio Bhas) beta

Question 21 4 pts Consider a single factor APT Portfolio A has a beta of 15 and an expected return of 25.3. Portfolio Bhas) beta of 0.9 and an expected retum of 13%. The rise tree rate of return is 4%. An arbitrage portfolio in which you take a position in a combination of the highest beta portfolio and the risk- tree set and an opposite position in the other risky portfolio would generate a rate of return of %. Please note the retums are expressed in percentages here. Please round your answer to the nearest first decimal place, ... 0231 should be expressed as 220%

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