Assume there are four default-free bonds with the following prices and future cash flows Cash Flows Year 2 ($) Bond Price Today ($) Year 1 ($) Year 3 ($) 936.68 A B 1,000 0 100 0 882.87 1,124.01 839.31 0 1,000 100 0 0 1,100 1,000 Do these bonds present an arbitrage opportunity? If so, how would you take advantage of this cpportunity? If not, why not? Do these bonds present an arbitrage opportunity? (Select the best choice below.) O A. No OB. Yes OC. Not enough information. How would you take advantage of the artsitrage opportunity? (Select from the drop-down menus.) A bond(s), B bond(s) bond(s) and D bond(s). This would result in a net profit of $ (Round to the nearest cent.) Assume there are four default-free bonds with the following prices and future cash flows Cash Flows Year 2 ($) Bond Price Today ($) Year 1 ($) Year 3 ($) 936.68 A B 1,000 0 100 0 882.87 1,124.01 839.31 0 1,000 100 0 0 1,100 1,000 Do these bonds present an arbitrage opportunity? If so, how would you take advantage of this cpportunity? If not, why not? Do these bonds present an arbitrage opportunity? (Select the best choice below.) O A. No OB. Yes OC. Not enough information. How would you take advantage of the artsitrage opportunity? (Select from the drop-down menus.) A bond(s), B bond(s) bond(s) and D bond(s). This would result in a net profit of $ (Round to the nearest cent.)