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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.

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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 $194 200 O Security B $141 0 150 Suppose that a security C has cash flows of: 400 in one year and 75 in 2 years and it is trading for a price of $460. What arbitrage opportunity is available

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