Question: Given the zero prices obtained in (1) above. What should be the price of a 2-year Thote with 7.5% annual coupon (paid semiannually). With 1000

Given the zero prices obtained in (1) above. What should be

Given the zero prices obtained in (1) above. What should be the price of a 2-year Thote with 7.5% annual coupon (paid semiannually). With 1000 par value per share? 5. Suppose the 2 year T-note with 7.5% annual coupon in (4) above is currently traded at $1,010 per share for 10,000 shares in the market. How can you construct a risk-free arbitrage deal using all five treasury securities above to lock in a positive profit today and zero obligations in the future? How much is the dollar profit in the deal? Four Treasury securities data from today's Wall Street Journal are provided below: Please note that actual coupons are paid semi-annually, i.e., one half of the annual coupon

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