• Given the prices of the two bonds as of May 15, 2010 in the following table, calculate the yields to maturity of each of the first two bonds and then find the price and yield to maturity of the third using an arbitrage argument (hint: what combination of the first two bonds would match the cash flows of the third).

Bond	Price	Yield To Maturity
0s 5/15/2020	69.21
8.75 5/15/2020	145.67
3.5 5/15/2020	?	?