Consider three risky securities A, B and C. The return on these securities are given in the following table. Stock prices are: PA=3,PB=3; and PC=6. Case 1. The investor shorts one share of B and buys one share of A (portfolio 1). a. Calculate the net initial investment. b. Calculate the net arbitrage profit. c. Comment. Case 2. Short 2 shares of C to buy the portfolio composed of 1 share of A and 3 shares of B. a. Calculate the net initial investment. b. Calculate the net arbitrage profit. c. Comment. d. What will happen if investors realize that there is an arbitrage opportunity