Question $5$

$0\mathrm{.}4$ pts

Consider the single factor APT. Portfolio A has a beta of $1\mathrm{.}2$ and an expected return of $30\%.$ Portfolio B has a beta of $0\mathrm{.}9$ and an expected return of $21\%.$ The risk$-$free rate of return is $5\%.$ If you wanted to take advantage of an arbitrage opportunity, you sh$$uld take a short position in portfolio

$$ and a long position in portfolio

A$,$ B

$B,A$

B$,$ B

A$,$ A

None