Question 5 (1 point) Consider the securities shown here that are trading at their respective market prices. The two securities pay risk-free cash flows over the next two years. Security A Security B Market Prices $857 $181 CF in one year 900 0 CF in two years 0 200 Suppose that a security C has cash flows of: 450 in one year and 200 in 2 years and it is trading for a price of $611. What arbitrage opportunity is available