8 - Suppose that there are no zero-coupon bonds issued by the treasury currently trading in the market. Currently there are there bonds standing: a 3-year, 10% coupon bond traded at 1.106,92; a 2-year 10%-coupon traded at 1.083,08; and a 1-year, 10%-coupon bond traded at 1.047,62. If the treasury is planning to sell a 3 year zero-coupon bond, which is the price it has to be issued such that there are no arbitrage opportunities? What is its yield to maturity? a. 863.84; 5.0% b. 851.02; 5.52% C. 838.07; 6.07%; d. 839.61; 6.0% e. none of the above