In the APT Model the Idea of Riskless Arbitrage Is

Multiple Choice

In the APT model the idea of riskless arbitrage is to assemble a portfolio that

A) requires some initial wealth, will bear no risk, and still earn a profit.
B) requires no initial wealth, will bear no risk, and still earn a profit.
C) requires no initial wealth, will bear no systematic risk, and still earn a profit.
D) requires no initial wealth, will bear no unsystematic risk, and still earn a profit.
E) requires some initial wealth, will bear no systematic risk, and still earn a profit.