if you have two welldiversied portfolios A and B, with beta values Aal,A,2,B?1, and 63,2, and you invest am in portfolio A, {dB in portfolio B and the rest in the riskfree asset, what are the betas of that portfolio?. Write out ALL of your algebra steps. (BA) Given you analysis in BB, suppose there are two factor portfolios P1 and P2, with 6pm = 1,130.32 = 0, ,6132'1 = O and 5pm; = 1. Suppose you invest ml in P1, mg in P2, and the rest in the risk free asset. What are the betas of this new portfolio? {B5} Suppose now that the expected return to portfolio B is 10%. Suppose (from 3.4) that E{Tpl) = 6% and E{Tp2) = 7%. Is there arbitrage in this situation