The table below shows the no$-$arbitrage prices of securities A and B and the cash flows for security C under both scenarios the weak economy and the strong economy scenarios. The risk$-$free interest rate is $4\mathrm{.}1\%.$ Cash Flow in One Year Security Market Price Today Weak Economy Strong Economy Security A $$234$ $$12$ $$610$ Security B $$354$ $$610$ $$12$ Security C $$646$ $$1,842$ a$.$ Security C has the same payoffs as what portfolio of the securities A and B$?$ b$.$ What is the no$-$arbitrage price of security C$?$ c$.$ What is the expected return of security C if both states are equally likely? What is its risk premium? d$.$ What is the difference between the return of security C when the economy is strong and when it is weak? e$.$ If security C had a risk premium of $10\mathrm{.}4\%,$ what arbitrage opportunity would be available? a$.$ Security C has the same payoffs as what portfolio of the securities A and B$?$ A$.$ C$=3\backslash$times A$+2\backslash$times B B$.$ C$=3\backslash$times A$+$B C$.$ C$=4\backslash$times A$+3\backslash$times B D$.$ C $=$ A $+3$ X B What is the no$-$abritage price of security C