41. Suppose a dealer has $100,000,000 of a 5-year 2.5% coupon Treasury Notes. What are denomination and timing of the STRIPS these Notes can be broken into? 42. Say that you can buy the sum of the 10-year 5% STRIPS coupon and principal bonds for 104-3 and that you can a 10-year 5% Treasury is on the market for 103-9. What is your arbitrage strategy? How much do you profit per $1000 face value? Be explicit