Question: There are 1-year STRIPS, 2-year T-notes, and 3-year T-notes, all with the face value of $100, traded in the market: Maturity and type Coupon rate

There are 1-year STRIPS, 2-year T-notes, and 3-year T-notes, all with the face value of $100, traded in the market:

Maturity and type	Coupon rate	Price
1-year STRIPS	-	$96.56
2-year T-note	2.18%	$98.41
3-year T-note	3.29%	$103.99

The coupons are paid in annual installments. Now consider 3-year STRIPS with the face value of $100 and price $93.57. Construct an arbitrage trading strategy that pays off $100 today and nothing in the future. Input a negative number if shorting; a positive number if going long.

Number of 3-year STRIPs:

Number of 1-year STRIPs:

Number of 2-year T-notes:

Number of 3-year T-notes:

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