Hello. I have a problem with one assingment and hope you could help on how to calculate it?

The Problem is:

Considering the following bonds, each with a face value of 100$:

1. ZCB, Maturity 1, Coupon 0, Price 96,32, YTM 3,82%
2. ZCB, Maturity 2, Coupon 0, Price 91,4, YTM 4,60%
3. ZCB, Maturity 3, Coupon 0, Price 89,11, YTM 3,92%
4. Annual-pay Coupon , Maturity 2, Coupon 5%, Price 100,7839.

Fixed income arbitrage. Suppose that the coupon bond trades at a price of $101,00.

a) What arbitrage trade would you do?

b) Suppose that you hold this arbitrage position until maturity in two years. What will be your profit in dollars? What is the annual return as a percentage of the value of the long side of the position? If the margin requirement is 10% for all long and short positions, what is the initial margin requirement?

c) Suppose that, after one year, the yield to maturity on all bonds is 5%. What is the profit or loss in dollars at this time? What is the annual return as a percentage of the initial margin requirement?

d) Suppose that the yield to maturity on all bonds becomes 5% already 1 month after you put on the trade. What is the profit or loss in dollars at this time? What is the annual return as a percentage of the initial margin requirement?

Thank you!