Say there are two assets denoted by A and B. Let:

E(rA) = 10% E(rB) = 14% A = 8% B = 18%

Further let the correlation coefficient between the returns of A and B be equal to -1 (A,B = 1). Lastly, let the risk-free rate be 3% (rf = 3%).

Create an arbitrage (earn a riskless profit which doesn't require use of your own money).