Which of the following is NOT a step you would follow in order to take advantage of the following arbitrage opportunity (if there is one)? Security A costs $100 and pays $120 in 3 years. Security B costs $100 and pays $110 in one year. Your friend tells you that he would like you to lend him $110 in a year and that he would give $130 the following year. Finally you know that in two years, with $130, you can invest in a security that will pay you either $140 or $121 (with equal probability) after a year. a) You short security A and long security B. b) After a year you lend the money to your friend. c) The next year when he pays back, you invest in the risky security. d) After the third year, the risky security will give you either $140 or $121. e) After the third year, you have to pay $120. f) All of the above are correct