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 B 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 10 1.0 B 15 1.23 C 5 0.0 The arbitrage excess return is %. Weights