4.[10 points] There are four bonds, A, B, C, D, with the following cash flows (dates in ycars, entries in $): Date 3 -134 10 30 150 B -0.8 1 -0.7 1 D -0.5 (a) (4pts) Construct an arbitrage in this market. (b) (1pt) To climinate the arbitrage opportunity, what should be the price for A? (c) (5pts) To eliminate the arbitrage opportunity, what should be the price for D?2