Assume that we know the following A bond will make a risk-free payment of 1000 SEK in one year's time. The current price of the bond is 965 SEK. You can also put your money into a bank account which we also assume is risk-free. The bank account gives you an interest rate of 1.7 % over the year and this is also the rate at which you can borrow money. What would be the arbitrage strategy, and how much do we gain pursuing it? (The alternatives display numbers rounded to one decimal point.) a) There is no possibility for arbitrage. b) Buy the bond today for 965 and receive 1000 SEK in one year. c) Invest 983.3 SEK in the bank account today and receive 1000 SEK in one year. d) We borrow 983.3 SEK from the bank and buy the bond for 965 SEK. This gives us 18.3 SEK today. e) We go short in the bond and invest 965 SEK in the bank account. This gives us 18.6 SEK today.