Assume there are four default-free bonds with the following prices and future cash flows: Bond Price Today ($) Year 1 ($) A 938.67 886.53 B C 1,129.85 844.35 D 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.) O A. Yes 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 ($) 1,000 100 0 Year 3 ($) 0 0 1,100 1,000