14) Suppose the 1-, 2-, and 3-year spot rates are 2.5%, 1.75%, and 2.25%. What is the no- arbitrage price of a 3-year annual coupon bond with $30 coupon payments and a face value of $1,000? 15) Assuming the same information in question 14, what is the bond's yield to maturity? 16) Assume the same information in question 14. If you observe the bond trading at a price of $1,030 (market price), do you have an arbitrage opportunity? If so, please describe it and show the cash flows