Question 5 5 points Save Answer A) What price should a 3 year semi-annual 10% coupon bond with $1000 face value be trading at if the prices of similar risk zero coupon of ($100 face value) bonds are given below: Term (In Years) 0.5 1 1.5 2 2.5 3 4 Price (In $) 100 97 96 93 92 91 89 B) How would you arbitrage the opportunity if you found out that the bond in Part A above was trading at par? Specifically, explain which bond/s will you buy and which one/s will be sell today and in how much quantities? Question 5 5 points Save Answer A) What price should a 3 year semi-annual 10% coupon bond with $1000 face value be trading at if the prices of similar risk zero coupon of ($100 face value) bonds are given below: Term (In Years) 0.5 1 1.5 2 2.5 3 4 Price (In $) 100 97 96 93 92 91 89 B) How would you arbitrage the opportunity if you found out that the bond in Part A above was trading at par? Specifically, explain which bond/s will you buy and which one/s will be sell today and in how much quantities