Arbitrage (40 pts) 1. Suppose a zero-coupon bond that matures 1 year from today costs $98. A year from today, a zero-coupon bond that matures 2 years from today will also costs $98. (a) What must be the price of a 10% (yearly) coupon bond with a face value of $100 that matures 2 years from now? (b) Present a complete arbitrage strategy if the 2-year coupon bond were trading at $90