Further let the correlation coefficient between the returns, Financial Management

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Further let the correlation coefficient between the returns

How to create a portfolio that creates arbitrage without using the ATP...Please help.

Q. "Say there are two assets denoted by A and B. Let:

E(rA) = 10% E(rB) = 14%

sA = 8% sB = 18%

Further let the correlation coefficient between the returns of A and B be equal to -1 (?A,B = -1). Lastly, let the risk-free rate be 3% (rf = 3%).

Create an arbitrage (earn a riskless profit which doesn't require use of your own money). (Can NOT use the ATP, ONLY Markowitz to solve)"

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Financial Management: Further let the correlation coefficient between the returns

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