Consider two zero coupon bonds: one has $3-$years to maturity and yields a

continuously compounded rate, r$(0,3)=10\%,$ while the second has $5$ years to

maturity and yields a continuously compounded rate, r$(0,5)=5\%.$ Discuss

whether this scenario is possible, and, if not, what arbitrage strategy could be set

up to gain from the mispricing