Arbitrage portfolios

Which of the following necessarily imply a violation of the no-arbitrage assumption? Assume T > 0 and ϵ > 0, and that all portfolios are self-financing.
(a) A portfolio which has value ϵ today, and value 2ϵ at time T.
(b) A portfolio which has zero value today, and expected positive value at T.
(c) A portfolio which has value – ϵ today, and zero value at T.
(d) A portfolio which has value –ϵ today, and expected positive value at T.
(e) A portfolio which has zero value today, and value ϵ at T.
(f) A portfolio which has zero value today, and positive value at T for some sample outcomes with positive probability.
(g) A portfolio which has zero value today, always non-negative value at T, and positive value at T for some sample outcomes.
(h) A portfolio which has zero value today, always non-negative value at T, and expected positive value at T.