2. a. (5 pts) Consider a bond with face value $50 maturing in 10 years and $2.5 coupons paid yearly, traded at par. If we invest today (t = 0) $250 in such bonds, and reinvest the money we receive from the coupons and buy more bonds (possible fractions of bonds). How many bonds do we hold at times t= 1, 2, ..., 10? b. (5 pts) Consider another zero coupon bond with face value $F maturing in T years, in the same market as part (a.). Give an expression for B(t, T) in terms of (F, t,T), such that there is no arbitrage opportunity. de noe som eo