The table provides factor risk loadings and factor risk premia for a two-factor model for a particular portfolio where factor portfolio 1 tracks Inflation and factor portfolio 2, IR, tracks unexpected changes in interest rates. The risk-free rate is 3%. If a trader estimates the expected / average return of the Portfolio XYZ to be 3.5% and believes that he is correct, what is the arbitrage strategy? Long XYZ, Short Inflation, Long IR, Buy Risk-Free Short XYZ, Long Inflation, Long IR, Buy Risk-Free Short XYZ, Short Inflation, Short IR, Buy Risk-Free Short XYZ, Long Inflation, Short IR, Buy Risk-Free Short XYZ, Long Inflation, Short IR, Borrow Risk-Free