Question $180/5$ pts Bond Trading Consider the United States Treasury Yield Curve today: The precise yield$-$to$-$maturities for $6$ tradable zero$-$coupon U$.$S$.$ treasuries are listed here: As a bond trader, you are given $\backslash (\backslash$$ $100,000\backslash )$ to invest and seek to maximize the value of your investment in $10$ years. You are free to invest in any of the $6$ U$.$S$.$ zero$-$coupon treasuries listed in the table above today, and may rebalance your portfolio once again in exactly $5$ years. After this rebalancing, you must hold the portfolio for the remaining $5$ years. You may assume the yield curve does not change over the entire $10$ year investment period. Note this implies that in $5$ years, the $30-$year zero$-$coupon bond will be a $\backslash (25-\backslash )$ year zero$-$coupon bond with $\backslash (3\mathrm{.}0\backslash \%\backslash )$ yield$-$to$-$maturity, the $25-$year zero$-$coupon bond will be a $20-$year zero$-$coupon bond with $\backslash (3\mathrm{.}0\backslash \%\backslash )$ yield$-$to$-$maturity, the $20-$year zero$-$coupon bond will be a $15-$year bond with $\backslash (2\mathrm{.}5\backslash \%\backslash )$ yield$-$to$-$maturity, etc. What is the maximum possible value of your investment after $10$ years? Please round your numerical answer to the nearest dollar. Correct Answers $155,515($with margin: $100)$