Assume there are four default-free bonds with the following prices and future cash flows: Cash Flows Year 2 ($) Bond Price Today ($) Year 1 ($) Year 3 (5) A B 939.89 889.68 1,124.11 843.86 1,000 0 100 0 1.000 100 0 0 1,100 1,000 D 0 0 Do these bonds present an arbitrage opportunity? If so, how would you take advantage of this opportunity? If not, why not? Do these bonds present an arbitrage opportunity? (Select the best choice below.) A. Yes OB. No O C. Not enough information. How would you take advantage of the arbitrage opportunity? (Select from the drop-down menus.) Buy 1 A bond(s), buy 1 B bond(s), sell 10 C bond(s) and buy 11 D bond(s). This would result in a net profit of $. (Round to the nearest cent.)