Two stocks with the same stock price per share have stock returns that are perfectly negative correlated. One has an annual return of 9%, the other has an annual return of 7%. The risk-free rate is 3%. A) Describe an investment strategy that allows you to take advantage of the apparent arbitrage opportunity. B) Suppose you cannot borrow at the risk-free rate, as you had initially hoped. Instead, you have to pay 8% and you can only borrow $200,000. How much profit can you make (in dollars) without taking any risk?