Exercise 5.30 Consider two investments, where investment i, 1 1, 2, costs Ci and yields the return X, after 1 year, where Xi and X2 are ran- dom variables. Suppose C1 > C2. Are the following statements neces sarily true? (a) If E[Xil Xi) > 0, then there is an arbitrage. Exercise 5.30 Consider two investments, where investment i, 1 1, 2, costs Ci and yields the return X, after 1 year, where Xi and X2 are ran- dom variables. Suppose C1 > C2. Are the following statements neces sarily true? (a) If E[Xil Xi) > 0, then there is an arbitrage