Portfilio A has an expected return of $12\%$ and a beta of$1\mathrm{.}2.$ Portfolio B has an expected return of $5\%$ and a beta of $0.$ suppose there exists another portfolio C that is well diversifed and has a beta of $0\mathrm{.}6$ and expected return of $8\%.$ If arbitrage is possible, what would be the return?