Assume for this problem that markets are frictionless (i.e. no transactions costs and no short-selling constraints). It's a week before the UMass - South Carolina game and you find a market that sells two securities: @UMass security which pays $3 next week if UMass wins and $0 otherwise; currently trading at $1.90 @ South Carolina security which pays $3 next week if South Carolina wins and $0 otherwise; currently trading at $1. wins? What is its payoff if South Carolina wins? b. Suppose that the risk-free rate is 1% for a week. (i.e. $1 invested today pays off $1.01 in a week.) What strategy would you use to take advantage of this situation