Could you explain a bit more what you mean? Are you thinking about a floating arch or an air filled arch with a solid frame? How big is the banner in relation to the arch?
If you use a solid frame, it should be relatively easy to attach the banner with fishing line to the frame.
If you are thinking about a floating arch, you might want to check out the comments on a similar question, where you'll also find information on the lift ability of helium filled balloons.
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