The possibility of arbitrage arises when _____________.

The possibility of arbitrage arises when _____________. 



a. There is no consensus among investors regarding the future direction of the market, and thus trades are made arbitrarily
B. Mis-pricing among securities creates opportunities for riskless profits
c. Two identically risky securities carry the same expected returns
d. Investors do not diversify


Answer: B. Mis-pricing among securities creates opportunities for riskless profits


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