In the context of a one factor APT model, you are looking at the following three portfolios:

Portfolio Expected return Factor sensitivity

A $91\mathrm{.}07$

B $60\mathrm{.}78$

C $101\mathrm{.}24$

If you construct a composite portfolio $"$D$"$ from B and C that has the same factor sensitivity as portfolio A$,($similar to previous problem$)$ and then go long D and short A $($or the other way around$)$ to create a riskless arbitrage profit, what would be your expected return?

Enter return as a percentage.