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$1.00 $ $ $1.00 $0.05 none of the above. $1.25 $0.50 Given the following well diversified portfolios, what is the arbitrage profit on a $100

$1.00

$

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$1.00

$0.05

none of the above.

$1.25

$0.50

Given the following well diversified portfolios, what is the arbitrage profit on a $100 (long or possibly short) position in portfolio 1? portfolio 1 Expected ROR 110% 12% 14% Beta 0.6 0.8 12 2 3 Multiple Choice $1.00 $0.05 none of the above $1.25

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