All bonds have a $100 par value

Given the information you already know from bond A, B, & C, let's say you observe bond D, a 3-year zero coupon bond, trading at $59. Is there an arbitrage opportunity? If yes, what price should bond D be traded at such that there wouldn't be an arbitrage opportunity?

Please enter your answer in decimal format and up to 3 decimal places. For example, if your answer is 6.05%, enter .061

	Bond	Maturity	Coupon	Price
	A	1	6%	$99.07
	B	2	8%	$100.00
	C	3	10%	$102.53
	D	3	0%	$59