Consider two securities, security P and Security Q, with cash flows over the next two years, and the current market prices are as follows: Security P: Year 1 Cash Flow: $120 Year 2 Cash flow: $0 Current Market Price: $100 Security Q: Year 1 Cash Flow: $0 Year 2 Cash Flow: $180 Current Market Price: $150

QN) Arbitrage Opportunity for Security Y: Security Y pays cash flows of $80 in the first year and $150 in the second year, currently trading at a price of $200. Identify and elaborate on any arbitrage opportunity available in this scenario.