0. Today is t = 0. You are given the following data: The 6-month zero coupon bond is priced at $98.24 The 9-month zero coupon bond is priced at $97.21 Call option (European) on the 13 week Treasury bill with maturity in 6-months and strike price of $99.12 is priced at $0.2934 Put option (European) on the 13 week Treasury bill with maturity in 6-months and strike price of $99.12 is priced at $0.1044 (a) Are the securities priced correctly? (b) Assume that someone tells you that she is 100% sure that the call option is priced correctly. Can you design a strategy to take advantage of the arbitrage opportunity, if there is one.