Today is time t$.$ Two zero coupon bonds both have face value of $100$ dollars, which means both bonds are expected to pay you a value of $$100$ at Maturity $($time T$).$ Bond A is liquid and is often traded by average institutional investors at very low transaction costs. Assume Bond A$$s trading cost is almost $0.$ Bond B is illiquid. Its total direct and indirect trading cost is $$5$ per trade $($either buy or sell$).$ Suppose an average$-$sized institution trader who wants own the two bonds will make at least three trades in either bond $($i$.$e$.,$ first buy it at t$,$ then sell it and buy it back again at some time between t and T$)$

Q:If you find the valuations of Bond A and B should be different for an average trader, then how can you make money based on their valuation difference? In other words, what is your strategy in buying and$/$or sell either or both of these two bonds and how long you should hold them?