recall that the definition of arbitrage required the satisfaction of three conditions: one about weights, one about risk, and one about returns. Consider the following scenario in a one factor APT:

	E[r]	B1
Asset x	3.3%	0.7
Asset y	2.1%	2.3
Asset z	10.1%	3.3

What is the expected return of an arbitrage portfolio composed of all three assets, x, y, and z. Weights will be between +1 and -1. Answer is 5.38. please show how to do.