Given the following three assets, determine whether an arbitrage opportunity exists according to the arbitrage pricing theory. If so, please calculate the excess return of the arbitrage portfolio; if there is no arbitrage opportunity, please enter zero as your answer. (Assume the weight in A is standardized to 1 or -1 depending on the position) Answers must be entered with 2 decimal places and no dollar signs , e.g. 6 as 6.00; 32.346 as 32.35.

Asset	E(r) (%)	Beta
A	9	1.0
B	14	1.4
C	3	0.0

The arbitrage excess return is ?