Consider a single factor APT. Portfolio A has a beta of 1.5 and an expected return of 28%. Portfolio B has a beta of 0.9 and an expected return of 13%. The risk-free rate of return is 4%. An arbitrage portfolio in which you take a position in a combination of the highest beta portfolio and the risk-free asset, and an opposite position in the other risky portfolio would generate a rate of return of ______%.