/courses/42101/quizzes/204993/take [Continuation of Question 10] What is the exact arbitrage profit? Please express your answer in dollars, rounded to the nearest integer dollar. Note: if an arbitrage opportunity does not exist, enter 0. D Question 12 10 pts Suppose random variable X has a standard normal distribution with zero mean and unit variance: X ~ N(0, 1) A second random variable Y = aX + b, where a and b are constants and a > 0. Derive the probability density function (PDF) for Y by first finding an expression for the cumulative distribution function (CDF) of Y based on the PDF of X, and then differentiating it. O Y ~ N ( a + 6, a2 ) OY~N(0, a2 ) OY~ N (b, a ) OY~ N (b, a2 ) OY~N(0, a) OY~ N (0, 62 )