Bond Maturity Coupon Price ABC A 1 6% $99.07 2 8% $100.00 3 10% $102.53 D 3 0% $59 All bonds have a $100 par value Given the information you already know from bond A, B, & C, let's say you observe bond D, a 3-year zero coupon bond, trading at $59. If the arbitrage opportunity exists, compute the replicating portfolio; assuming x, y, and z be the positions in bond A, B, and C respectively, when enter your answers, make sure to go in this order x, y, and then z. Please enter your answer in decimal format and up to 3 decimal places. for example, if your answer is 6.05%, enter .061 What would you do to take advantage of the opportunity in #7?