After doing some deep analysis, you find that shares of Bank of America (BAC) are over-priced and the expected return on these shares is 9.4%, while shares of Morgan Stanley (MS) are under-priced and the expected return on these shares is 14.6%. You want to create an arbitrage portfolio (not following the book recipe) where you will buy MS and short-sell BAC. In particular, your weights will be +100% for MS, and -100% for BAC. What is the expected return of this arbitrage portfolio