Determine how much arbitrafe profit you could generate on a 250,000 posifion

You are an investor and notice a diversified portfolio, Cfrom the table below. Suppose you use a multifactor APT model and expect C to generate a return of 6.5% during the next year. Using a risk-free rate of 3%, calculate the beta, market risk premium, and CAPM then determine how much arbitrage profit you could generate on a $250,000 position. Market, % Time A,% 12 B,% 6 C.% 7 D.% 12 E.% 8 7 13 129 14 18 5 17 24 14 21 24 10 15 4 -$114.75 $114.75 $594.26 5594.26 Question 9 You are an investor and notice a diversified portfolio, Cfrom the table below. Suppose you use a multifactor APT model and expect C to generate a return of 6.5% during the next year. Using a risk-free rate of 3%, calculate the beta, market risk premium, and CAPM then determine how much arbitrage profit you could generate on a $250,000 position. Market, % Time A,% 12 B,% 6 C.% 7 D.% 12 E.% 8 7 13 129 14 18 5 17 24 14 21 24 10 15 4 -$114.75 $114.75 $594.26 5594.26 Question 9