2. No Arbitrage Pricing Consider the following information about ve default-free bond positions. Assume that the pricing of these ve positions admits no arbitrage strategies. Position Price CF Year 1 CF Year 2 CF Year 3 CF Year4 CF Year5 A 309 75 85 48 66 110 B 1918 374 562 400 492 532 C 341 37 111 104 114 46 D 682 74 222 208 228 92 E 325 56 98 76 90 78 In additiOn, consider two positions with the following cashows. Position CF Year 1 CF Year 2 CF Year 3 CF Year 4 CF Year 5 F 169 157 68 108 252 G 18 124 129 138 14 (a) Attempt to price position F using the information given about positions A through E. If you cannot price this position by no arbitrage, compute the upper and lower bound for this posi- tion's price. (b) Attempt to price position G using the information given about positions A through E. If you cannot price this position by no arbitrage, compute the upper and lower bound for this posi- tion's price