$($Question $4)($Required$)($Bond Arbitrage$)$

You are a bond trader, and there has been a power failure in New York City. You and other traders have taken to a street corner in order to keep trading. You can buy or sell the following bonds with the following cash flows $($or CF$)$ at the following prices. All bonds mature at or before the end of year $3.$

$\backslash$table$[[$Bond$,$Price,Coupon,Face Value$],[$A$,100\mathrm{.}00,2\%,$$$100$