All concept problems if you can answer them all. Thank you so much!!

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Question 1 0.2 pts Suppose you buy a stock and sell it back right away. In which situation would you lose money: O a. The bid price is equal to the ask price O b. The bid-ask spread is zero c. The bid-ask spread is strictly positive O d. None of the above Question 2 0.2 pts Consider a bond that pays a strictly positive coupon rate, c>0. Which of the following statement is false? a. Dirty price >= Clean price b. The dirty price moves more over time than the clean price. c. Dirty price can never be equal to the clean price d. None of the above. Question 3 0.2 pts What is true about a pure arbitrage opportunities? O a. They are can be risky when the term structure moves before maturity. O b. Arbitrage opportunities can be exploited without having to pay anything. O c. They are only risk-free when performed on government securities. O d. All of the above. Question 4 0.2 pts Which of the following strategies constitute a pure risk-free bond arbitrage? O a. You get a positive cash-flow today with no future obligations (all future cash-flows are null). O b. You get a large positive cash-flow today with a low negative future cash-flow. O c. The net profit from buying the bond and selling the replication portfolio is zero. O d. All of the above. Which of the following statements is false: O a. For a zero-coupon bond, the spot rate is equal to the yield only when the yield curve is flat. O b. Bootstrapping allows you to obtain the yield curve. O c. The bootstrapped spot rates can be used to price any government securities and identify arbitrage opportunities. O d. All the above statements are correct