Question 10: The following table for question 9 and 10 shows risk and return measures for all three-diversified portfolios. Suppose that he risk-free rate of return is 6% Portfolio A L Expected Return 20% 20% 14% 18% Beta Beta 1.4 1.4 0.6 1.0 ? Market Using the information above: How do you construct a zero-investment portfolio to make arbitrage profit if there is an arbitrage opportunity? What is the profit of your portfolio