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Suppose we have three portfolios with factor sensitivities given in the table. Portfolio Expected Return...

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Accounting

Suppose we have three portfolios with factor sensitivities given in the table.

Portfolio Expected Return Factor Sensitivity

A 0.1800 2.50

B 0.0800 0.50

C 0.1000 0.70

Using the information in the table, create an arbitrage portfolio using a long position in C and a short position in A and B. Calculate the expected cash flow on the arbitrage portfolio for a $10,000 investment in C. pls with detailed explanation NOT on excel

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