Assume the following YTM (%) for zero coupon bonds (Face value =100): Years .5 1 1.5 2 2.5 YTM 12 11 10 9 8 Also assume that 2.5-yr Treasury bonds (face value=100) paying a coupon of 9% (paid semiannually) are selling at YTM of 11%. Based on the above, which one of the following statements is correct? a. A bond trader could buy the bond and sell it as strips to make $6.11 profit b. A bond trader could sell the bond buy the strips and to make $2.79 profit C. A bond trader could buy the bond, strip, and sell the strips for $4.01 profit d. A bond trader could sell the bond and sell the reconstituted bond for $3.15 profit