21. Consider the single factor APT. Portfolio A has a beta of 1.2 and an expected return of 15%. Portfolio B has a beta of 0.7 and an expected return of 12%. The risk-free rate ofretum is 5%. Ifyou wanted to take advantage of an arbitrage opportunity, you shouldtake a_position in portfolio A anda_position in portfolio B. A Long, Short B. Short, Long C. Long, Long D. Short, Short E. There is no arbitrage opportunity