Suppose that 1 year from now the following two outcomes are possible for securities A, B, and C:

The prices of A, B, and C are respectively, $55, $40, and $50. Indicate whether a riskless arbitrage opportunity is possible?

\begin{tabular}{cccc} \hline Security & Price & Payoff in State 1 & Payoff in S \\ \hline & & & 70 \\ A & 55 & 30 & 60 \\ B & 40 & 35 & 80 \\ C & 50 & 25 & \end{tabular}