Assume a par value of $100 and semi-annual coupons for all bonds in the table below (and no accrued interest). a. Calculate the yields of six-month, one-year, 18-month, and 24-month zerocoupon bonds assuming semi-annual compounding. b. A 2-year bond with a semi-annual coupon of 3% is trading at $98.95. Is there an arbitrage opportunity? Explain. Assume a par value of $100 and semi-annual coupons for all bonds in the table below (and no accrued interest). a. Calculate the yields of six-month, one-year, 18-month, and 24-month zerocoupon bonds assuming semi-annual compounding. b. A 2-year bond with a semi-annual coupon of 3% is trading at $98.95. Is there an arbitrage opportunity? Explain