3. Assets A and B have the same spot price of $100 today. Over the next year, asset A either increases to $120 with a probability of 99% or increases to $101 with a probability of 1%. Over the same time period, asset B either increases to $121 with a probability of 1% or decreases to $0 with a probability of 99%. The 1-year risk-free spot rate is 10% continuously compounding. Which of the following is true if neither asset is paying dividends within the next year? A. There is an arbitrage. B. Asset A's one-year forward price is greater than that of asset B. C. Asset A's one-year forward price is less than that of asset B. D. Asset A's one-year forward price is equal to that of asset B