A) What price should a 3 year semi-annual 10% coupon bond with $1000 face value be trading at if the prices of similar risk zero coupon of ($100 face value) bonds are given below:
	Term (In Years)	0.5	1	1.5	2	2.5	3	4
	Price (In $)	100	97	96	93	92	91	89

B) How would you arbitrage the opportunity if you found out that the bond in Part A above was trading at par? Specifically, explain which bonds will you buy and which ones will be sell today and in how much quantities? Explain your transaction of coupon payment dates? Refer to the arbitrage lecture.