Consider a one-factor economy. Portfolio A has a beta of 1.0 on the factor and portfolio B has a beta of 2.0 on the factor. The expected return of A is R_A=11% and the expected return of B is R_B=17%. Assume a risk free rate of R_f=6%. Assume RedOne M. wants to take advantage of any arbitrage opportunity and is willing to take a short position of $100,000. He approaches you to help him figuring out whether there is an arbitrage opportunity or not? If yes, exhibit it and calculate RedOnes dollar return?