Consider the single factor APT. Portfolio A has a beta of $1\mathrm{.}5$ and an expected return of $20\%.$ Portfolio B has a beta of $0\mathrm{.}7$ and an expected return of $16\%.$ The risk$-$free rate of return is $8\%.$ If you wanted to take advantage of an arbitrage opportunity, you should take a short position in portfolio $\_\_\_\_\_\_\_\_\_\_$ and a long position in portfolio $\_\_\_\_\_\_\_\_\_\_.$