Question 8 10 pts You are an investor and notice a diversified portfolio, C from the table below. Suppose you use a multifactor APT model and expect C to generate a return of 7.25% during the next year. Using a risk-free rate of 4%, a market risk premium of 6%, calculate the beta and CAPM then determine how much arbitrage profit you could generate on a $100,000 position. B. % C. % D% Time A, % 1 12 E, % Market. % 8 9 6 12 .. 2 21 -5 -10 15 6 -7 3 -2 -2 -2 -5 -4 is oo N o v 4 13 7 14 17 21 14 5 12 9 24 24 16 6 12 4 14 10 10