Consider the single factor APT. Portfolio A has a beta of $0\mathrm{.}3$ and an expected return of $13\%.$ Portfolio B has a beta of $0\mathrm{.}4$ and an expected return of $15\%.$ The risk$-$free rate of return is $10\%.$ Is there an arbitrage opportunity? If so$,$ show one of your arbitrage strategies and how you would construct your portfolios.