hello i got a question for finance , Portfolio managment, can anyone can help me to work it out?

1) The following bonds are trading in the market: Bond Time-to-maturity Face value Coupon rate Price $95.24 $100 0% 1 year 10% $100 $107.42 2 years $100 $140.51 20% 3 years $100 $85.48 0% 4 years Infer the term structure of interest rates 2) In addition to the bonds in the last question, you also observe some other bond (bond E) trading in the market at $136. Bond E has a time-to- maturity of two years, a face value of $100 and pays a coupon rate of %25. Show that there is an arbitrage oppurtunity and how to exploit it