Bonds A and B are calibration bonds of a given credit quality. Bond C is a two-year zero-coupon bond of the same credit quality as Bonds A and B. It is currently trading at 80% of face value. Which of the following strategies would yield an arbitrage profit? Long 1 bond C, short 4/5 bond B and short 1/6 bond A. Long 1 bond C, short 4/5 bond B and short 1/5 bond A Long 1 bond C, short 4/5 bond B and long 1/6 bond A Short 1 bond C, long 4/5 bond B and short 1/6 bond A Short 1 bond C, long 4/5 bond B and long 1/5 bond A Short 1 bond C, long 4/5 bond B and long 1/6 bond A