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Find the arbitrage opportunity (opportunities?). Assume for simplicity that coupons are paid annually. In each case the face value of the bond is $1.000. Bond

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Find the arbitrage opportunity (opportunities?). Assume for simplicity that coupons are paid annually. In each case the face value of the bond is $1.000. Bond Coupon ($) Price ($) Maturity (years) 0 751,30 842,30 120 1.065,28 980,57 D 1.120,12 1.001,62 834,00 Find the arbitrage opportunity (opportunities?). Assume for simplicity that coupons are paid annually. In each case the face value of the bond is $1.000. Bond Coupon ($) Price ($) Maturity (years) 0 751,30 842,30 120 1.065,28 980,57 D 1.120,12 1.001,62 834,00

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