Consider the following data for an economy where a one-factor APT holds. All portfolios are well diversified. Portfolio E() A 10% F 8% Beta 1.0 0.6 a) What is the factor risk premium in this economy? 57. (b) What is the risk-free rate in this economy? 50% c) Suppose another portfolio E is well diversified with a beta of 0.8 and an expected return of 10%. Would an arbitrage opportunity exist? If yes, explain what would be your arbitrage strategy? 16. (8 points) What are the four common mistakes that investors tend to make when processing information