Consider the following two portfolios. Portfolio A has a beta of 0.2 and an expected return of 13%. Portfolio B has a beta of 0.4 and an expected return of 15%. The risk-free rate of return is 10%. lf you wanted to take advantage of an arbitrage opportunity, you should take a___ position in portfolio A and a___ position in portfolio B. a. long; zero b. long; short

c. long; long

d. short; long e. zero; long