Interview Question: To Bet or Not to Bed

Sample Question #15 (case question hard to categorize)
 
You work for an arbitrage desk. Your model shows that if you bought stock A and simultaneously sold stock B, you have a 51.3% chance of making a profit by today’s close. Should you make this trade?
 
[Believe it or not, I was asked this question during a phone interview with Susquehanna, a quant hedge fund based just outside of Philadelphia.]
 
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