Question Help P3-12 (similar to) Suppose Bank One offers a risk-free interest rate of 4.5% on both savings and loans and Bank Enn offers a risk-free interest rate of 5.0% on both savings and loans. a. What arbitrage opportunity is available? b. Which bank would experience a surge in demand for loans? Which bank would receive a surge in deposits? c. What would you expect to happen to the interest rates the two banks are offering? a. What arbitrage opportunity is available? (Select the best choice below.) O A. Take a loan from Bank Enn at 5.0% and save the money in Bank One at 4.5% OB. Take a loan from Bank One at 4.5% and save the money in Bank Enn at 5.0% OC. Take a loan from Bank One at 5.0% and save the money in Bank One at 4.5% OD. Save at both banks