any help would be greatly appreciated

plz answer the following questions.

1. Arbitrage Opportunities You can buy or sell the following default-free bonds. All bonds mature at Year 3. Their prices today and cash flows at the end of each year are the following: Bond A B C Price 94 100 112 CF Year 1 4 6 12 CF Year 2 4 6 12 CF Year 3 104 106 112 Being a smart person, you quickly make a simple calculation and take a position to lock in an arbitrage profit of $6 today with no future net cash flows. What is your investment strategy? 2. No Arbitrage Pricing Consider the following information about five default-free bond positions. Assume that the pricing of these five positions admits no arbitrage strategies. Position A B C D E Price 309 1918 341 682 325 CF Year 1 75 374 37 74 56 CF Year 2 85 562 111 222 98 CF Year 3 48 400 104 208 76 CF Year 4 66 492 114 228 90 CF Year 5 110 532 46 92 78 In addition, consider two positions with the following cashflows. Position F G CF Year 1 169 18 CF Year 2 157 124 CF Year 3 68 129 CF Year 4 108 138 CF Year 5 252 14 (a) Attempt to price position F using the information given about positions A through E. If you cannot price this position by no arbitrage, compute the upper and lower bound for this position's price. (b) Attempt to price position G using the information given about positions A through E. If you cannot price this position by no arbitrage, compute the upper and lower bound for this position's price. 3. Arbitrage Opportunities There are four default-free bonds on the market. All bonds mature at or before the end of Year 3. Their prices today and cash flows at the end of each year are the following: Bond A B C D Price 124.67 99.89 100.12 95.23 CF Year 1 15 5 7 100 CF Year 2 20 10 107 CF Year 3 125 115 Is there an arbitrage opportunity? If yes, state your investment strategy. 4. No Arbitrage Pricing There are six default-free bonds on the market. All of them mature at or before Year 6. Their prices today and cash flows at the end of each year are the following: Price Year 1 Year 2 Year 3 Year 4 Year 5 Year 6 Bond 1 84.0932 6 6 6 6 6 106 Bond 2 99.414 7 8 9 10 11 113 Bond 3 113.3659 8 11 12 14 16 116 Bond 4 178.4267 13 14 15 16 17 210 Bond 5 175.9827 9 11 13 200 Bond 6 107.324 10 110 My cash needs at the end of each year are the following: Year 1 10 Year 2 9 Year 3 13 Year 4 15 Year 5 16 Year 6 178 (a) How do I use these six bonds to construct the exact cash flow I need? (b) If you were going to issue a bond with the exact cash flow I need, what should the price of that bond be? (c) Repeat the exercise in part (a) except that for Bond 4, the final payment at the end of Year 6 has been changed. Instead of $210, it's now $219. What do you find? Why? Derivatives 2