Consider the securities shown here that are trading at their respective market prices. The two securities pay risk-free cash flows over the next two years. Market Prices CF in one year CF in two years Security A $95 100 0 Security B $68 O 75 Suppose that a security C has cash flows of: 300 in one year and 150 in 2 years and it is trading for a price of $422. What arbitrage opportunity is available? Buy C; Sell 2 A; and Sell 5 B Sell C; Buy 3 A; and Buy 2 B Buy 2 C; Sell 1 A; and Sell 4 B Sell 2 C; Buy 3 A; and Buy 4 B