[i] Both T-notes pay coupon every 6 months. What is the implied zero-coupon rate (p.a.) applicable to the cash flow to be paid at the 5-year period from today (with no credit risk)? T-note Maturity Coupon Principal amt. Price (t=0) 5-year 8.0% p.a. 5-year 4.0% p.a. A $1,000 $1,195.60 $1,000 $1,012.02 B [ii] 4 European option premiums are shown in the table. If there exists a riskless arbitrage opportunity, you should exploit it. How much is going to be the riskless arbitrage profit (per contract) at options' maturity date? [option's underlying asset = 1 share of the stock.] So $100 r 12% pa (conti.) 0.25 year T call(K, T) Strike prices(K) 12.0 $90 5.0 $100 put(K, T) 2.0 3.0