Consider two perfectly negatively correlated risky securities A and B. Security A has an expected rate of return of 12% and a variance of 0.0145. Security B has an expected rate of return of 8% and a variance of 0.0080. There is also a risk-free security which offers a certain rate of 5%.

Please indicate if this is there an arbitrage opportunity?

If yes, explain how you can exploit it. If not, explain why there is no arbitrage.