Consider the single factor APT. Portfolio A has a beta of 1 and an expected return of 15%. Portfolio B has a beta of 0.5 and an expected return of 7%. The risk-free rate of return is 1%. If you wanted to take advantage of an arbitrage opportunity, you should take a short position in portfolio __________ and a long position in portfolio _________.

	A.	A; A
	B.	A; B
	C.	B; A
	D.	B; B