On $9/15/2024$ we are given the following market prices: $(1)98\mathrm{.}1324$ on C$-$STRIP maturing $3/15/2025$;

$(2)97\mathrm{.}8583$ on C$-$STRIP maturing $9/15/2025$; $(3)96\mathrm{.}8825$ on C$-$STRIP maturing $3/15/2026$; $(4)96\mathrm{.}1147$ on C$-$STRIP maturing $9/15/2026$; $(5)95\mathrm{.}8328$ on C$-$STRIP maturing $3/15/2027.$ Assume the market price of a $5\mathrm{.}375\%$ Treasury note maturing on $3/15/2027($semiannual coupon payments$)$ is $107\mathrm{.}6656$ and markets are perfect $($zero transaction costs and bid$-$ask spreads$).$ Calculate the price of the C$-$STRIP portfolio replicating the $5\mathrm{.}375\%$ note AND set up an arbitrage strategy. $($Round to $4$ decimal places, e$.$g$.,$ $$1\mathrm{.}2345).(20$ points$)$