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Consider two risk-free zero-coupon bonds with the same face value of $100 due in one year. Bond A is currently trading at $98, and bond

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Consider two risk-free zero-coupon bonds with the same face value of $100 due in one year. Bond A is currently trading at $98, and bond B is currently trading at $99. What is the arbitrage trading strategy? Buy bond A and sell bond B. Buy bond B and sell bond A

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