Assume there are four default-free bonds with the following prices and future cash flows: Bond Price Today ($) Year 1 ($) A 931.39 878.93 B 1,126.04 838.47 D Do these bonds present an arbitrage opportunity? If so, how would you take advantage of this opportunity? If not, why not? O A. Yes O B. No O C. Not enough information. How would you take advantage of the arbitrage opportunity? (Select from the drop-down menus.) A bond(s), B bond(s), C bond(s) and D bond(s). This would result in a net profit of $. (Round to the nearest cent.) 1,000 0 100 0 Cash Flows Year 2 ($) 0 1,000 100 0 Year 3 (S) 0 0 1,100 1,000