4 point Assume that the return of any security can be explained by a single risk factor. Here are two well-diversified portfolios. A and B. The expected returns and betas on the risk factor of the portfolio are provided in the following table. What should be the risk tree rate of return so that there is no arbitrage opportunity? Beta E() 1696 Portfolio A Portfolio B 1.6 7% 0.4 19 396 3.5% 496