Consider the single factor APT. Portfolio A has a beta of 1.8 and an expected return of 21%. Portfolio B has a beta of .8 and an expected return of 21%. The risk-free rate of return is 12%. 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;B

D: B;A