Question: You are given the following data on different rates with the same maturity ( 1 . 5 years ) , but quoted on a different

You are given the following data on different rates with the same maturity (1.5
years), but quoted on a different basis and different compounding frequencies:
a. Continuously compounded rate: 2.00% annualized rate
b. Continuously compounded return on maturity: 3.00%
c. Annually compounded rate: 2.10% annualized rate
d. Semi-annually compounded rate: 2.01% annualized rate
Can you find an arbitrage opportunity among these rates?

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