Bond price Maturity we find the following Treasury bonds and their prices 5980 2 years 1 year 51 000 $100 10% $100 Coupon rate al Compute the YTMs for the above three bonds b) Suppose that we need the above coupon bond for your cash requirements. However, due to some reasons, we cannot buy the coupon bond. Therefore, instead of the coupon bond, we decide to buy 1 year and 2 year zero coupon bond. If this alternative investment has the same cash flows as the coupon bond, how many bonds we need to buy lie., XX 1 year bonds and CO 2 year bonds)? What is the cost for this alternative bond investment? c) Using your work in question b), is there an arbitrage opportunity? If any, how can we transact for arbitrage? Compute the arbitrage profits for this question, we can assume that we can transact the coupon bond.)