Question: Question 23 4.5 pts Consider the single factor APT. Portfolio A has a beta of 1.3 and an expected return of 21%. Portfolio B has

Question 23 4.5 pts Consider the single factor APT. Portfolio A has a beta of 1.3 and an expected return of 21%. Portfolio B has a beta of 7 and an expected return of 17.5%. 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 O B:B OB; A O A:B O A; A

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