(Arbitrage) The following is a scenario for the three stocks constructed by the security analysts of Desautels investment management. Scenario rate of return Stock Price Recession Average A 10 -15 20 B 15 25 10 50 12 15 Boom 30 -10 12 a Which stock has the highest exposure to systematic risk and which stock has the least exposure to systematic risk?(5 pts) b Are there arbitrage opportunities? If yes, construct an arbitrage (5pts)