Help Problem 15-15 10 points The yield to maturity (YTM) on 1-year zero-coupon bonds is 5% and the YTM on 2-year zeros is 6%. The yield to maturity on 2-year maturity coupon bonds with coupon rates of 8% (paid annually) is 5.5%. a. What arbitrage opportunity is available for an investment banking firm? eBook The arbitrage strategy is to buy zeros with face values of $ and $ , and respective maturities of one year and two years Ask b. What is the profit on the activity? (Do not round Intermediate calculations. Round your answer to 2 decimal places) Print References Profit each bond