Consider the one-factor APT. Assume that two portfolios, A and B, are well diversified. The betas of portfolios A and B and the respective returns are reported below. Assuming no arbitrage opportunities exist, the risk-free rate of return must be:

Portfolio		Expected Return
A	1.4	24%
B	1.2	21%

Group of answer choices

5%

6%

3%

4%