Saved Help Save HW 30 Check my w 6 Consider the single factor APT. Portfolio A has a beta of 1.1 and an expected return of 22%. Portfolio B has a beta of.5 and an expected return of 18%. The risk- free rate of return is 8%. If you wanted to take advantage of an arbitrage opportunity, you should take a short position in portfolio and a long position in portfolio 10 points Book