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Bond A has coupon rate 7%,8 years to maturity. Bond B has coupon rate 10%,12 years to hhaturity. Coupons are paid annually. The face value

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Bond A has coupon rate 7%,8 years to maturity. Bond B has coupon rate 10%,12 years to hhaturity. Coupons are paid annually. The face value of Bond A and B is $1000. You find that Bond A is currently traded at $915.41 and Bond B is currently traded at $1297.82. If we know that yield-to-maturity to both bonds is 8.5%, does there exist arbitrage opportunities

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