3. Your have the following data on different rates for the same maturity of 1.5 years. However the rate different basis and compounding frequencies: Continuously compounded rate: 2% per annum (i.e. annualized) Continuously compounded rate: 3% over the holding period (i.e. over 1.5 years) Annually compounded rate: 2.1% per annum semi-annually compounded rate; 2.01% per annum You are looking for an arbitrage opportunity. Is there any mispricing here and if so how would you exe