Suppose the risk-free rate is 76. There is a well-diversified portfolio V with a beta of 1.3 and an expected return of 9.5% and another well-diversified portfolio U with a beta of 0.8 and an expected return of 94. If there is arbitrage opportunity, calculate the percentage profit from it. Note: If you prefer to put just the answer without the steps, that is fine. Providing the steps may get you partial credit in case your numerical answer is wrong