An economy contains two risky assets. Both of them cost $1. Asset A will pay the holder $3 if it rains tomorrow and $0.50 if it does not rain tomorrow. Asset B will pay the holder $3 if it rains tomorrow and $0.75 if it does not rain. Is there an arbitrage portfolio available in this economy (assuming that you can go long and short both assets)? If so, how is it constructed? If you think that there is an arbitrage available what would you expect to happen to the prices of the two securities to eliminate the arbitrage?