4. Compare the prices of a 4-year, 8% coupon bond priced with the DCF approach (given the Treasury yields of 6.2%,6.8%,7.3, and 7.6% for maturity of 1,2,3, and 4 years) and the arbitrage-free approach (with the Treasury spot rates of 5.64%,6.36%,6.82%, and 7.68% for maturity of 1,2,3 and 4 years), assuming that Treasury strips are available for buying or selling. What can you do to arbitrage and how much profit will be available for each of the years. (15 points) 4. Compare the prices of a 4-year, 8% coupon bond priced with the DCF approach (given the Treasury yields of 6.2%,6.8%,7.3, and 7.6% for maturity of 1,2,3, and 4 years) and the arbitrage-free approach (with the Treasury spot rates of 5.64%,6.36%,6.82%, and 7.68% for maturity of 1,2,3 and 4 years), assuming that Treasury strips are available for buying or selling. What can you do to arbitrage and how much profit will be available for each of the years. (15 points)