Suppose you are interested in investments using two individual stocks A and B. We are allowed to borrow and lend at the risk free rate at 5%. After an empirical analysis, you found that the correlation between A and B stock returns is -1. The expected returns on A and B stocks are Elr_A)-20% and Elr_B)-7.5%. You learn that if you invest 60% of your investment in B and 40% in A. your portfolio variance becomes zero. How much would be your arbitrage profit in this case? O A) 10% B) 7.5% C) 5% D) 2.5% O E) None of the above