Pure Arbitrageurs exploit opportunities by creating a riskless long-short portfolio with zero net investment. What is a long-short portfolio?

	A.	Simultaneously buying the asset where it is cheap and selling it where it is expensive.
	B.	Simultaneously buying the asset thus pushing its price up and then selling it in the same market within a few microseconds to take advantage of the small price increase.
	C.	Simultaneously buying at NYSE and selling at NASDAQ since NYSE is automated while NASDAQ is driven by dealers.
	D.	Simulatneously using CAPM to buy while using APT to sell. The conflict of the two models leads to a riskless profit.