Consider Bond X with $1$Y to maturity and $9\%($S$.$A$.)$ coupon rate that is traded at $101\mathrm{.}00.$ On the market, there are two bonds with the following features:Bond A: $(1)/(2)$ Year to maturity, traded at par, and coupon rate is $8\mathrm{.}0\%($S$.$A$.)$Bond B: $1$ Year to maturity, traded at par, and coupon rate is $8\mathrm{.}5\%($S$.$A$.)$How many units of Bond A and Bond B would you need to buy to replicate cash flows of the bond X$?$ Is there an arbitrage opportunity?Group of answer choicesBuy $0\mathrm{.}009158$ units of Bond A and Buy $1\mathrm{.}009523$ units of Bond B$.$ No$.$Buy $0\mathrm{.}002306$ units of Bond B and Buy $1\mathrm{.}002398$ units of Bond A$.$ Yes.Buy $0\mathrm{.}002306$ units of Bond A and Buy $1\mathrm{.}002398$ units of Bond B$.$ Yes.Buy $0\mathrm{.}009158$ units of Bond B and Buy $1\mathrm{.}009523$ units of Bond A$.$ No$.$