10- Let the following prices be for bonds, with a nominal amount of 500 and coupons of 10 percent per annum: a)- Price of the bond maturing in one year = 514.02 b)- Price of the bond maturing in two years = 516.00 * Determine if it is possible to create an arbitrage strategy with the two bonds, and with zero coupon bonds, using the spot rates S, = 7 percent and S, = 8 percent; if arbitrage is possible, then determine the amount of profit once it is made: assume there are no transaction costs and no margin requirements on short selling