Baste 15 palets BLEMA S points X Y and Z are all well diversified portfolio in frettate it 6% Porfolio Expected em 194 ABC Aca AaB Beta Y 154 Is there an arbitrage opportunity? If yes, explain how you can exploit za ublage in this case Z 10 Solution 03 Portfolio Expected Return Beta X CAPME pedes 19% 15% 15% 11% Portfolio A but once Stepi Weight of 2 3,333333333 Step Create ai Weight of -2,333333333 Creste o beta wept of portfolio with Portfolio beta portfolio Portfolio Beta Portfolio with X Portfolio Y 2 19% 14 1 0,3 9 > Who 2271 There is an opportunity for arbitrage because (1) one of the portfolios (pondio Z) has a positive opka zlastighet trenor compared to Y (5 potets) 1. Create portfolio A5 points) 2 Create a zero-beta portfolio Sponta Baste 15 palets BLEMA S points X Y and Z are all well diversified portfolio in frettate it 6% Porfolio Expected em 194 ABC Aca AaB Beta Y 154 Is there an arbitrage opportunity? If yes, explain how you can exploit za ublage in this case Z 10 Solution 03 Portfolio Expected Return Beta X CAPME pedes 19% 15% 15% 11% Portfolio A but once Stepi Weight of 2 3,333333333 Step Create ai Weight of -2,333333333 Creste o beta wept of portfolio with Portfolio beta portfolio Portfolio Beta Portfolio with X Portfolio Y 2 19% 14 1 0,3 9 > Who 2271 There is an opportunity for arbitrage because (1) one of the portfolios (pondio Z) has a positive opka zlastighet trenor compared to Y (5 potets) 1. Create portfolio A5 points) 2 Create a zero-beta portfolio Sponta