Suppose there are two securities A & B$.$ Security A has a beta of $1\mathrm{.}0$ and an expected return of $12\%$ while Security B has a beta of $0\mathrm{.}75$ and an expected return of$11\%.$If the risk$-$free rate is $6\%,$ find if arbitrage opportunity exists and explain how an investor can take advantage of it$.$Your strategy should include details about which asset you should buy and sell to form a portfolio.