Compare the prices of a $4-$year, $8\%$ coupon bond priced with the DCE approach $($given the Treasury yields of $6\mathrm{.}2\%,6\mathrm{.}8\%,7\mathrm{.}3,$ and $7\mathrm{.}6\%$ for maturity of $1,2,3,$ and $4$ years$)$ and the arbitrage$-$free approach $($with the Treasury spot rates of $5\mathrm{.}64\%,6\mathrm{.}36\%,6\mathrm{.}82\%,$ and $7\mathrm{.}68\%$ for maturity of $1,2,3$ and $4$ years$),$ assuming that Treasury strips are available for buying or selling. What can you do to arbitrage and how much profit will be available for each of the years. $(15$ points$)$