How would we arbitrage in the following situation: we have 2 year 5% coupon bond with face value of $100 and yield of 2% trading at a market price of $102

Buy the 5% coupon bond at $105.82, and sell synthetic portfolio of 0.05 1-year zero coupon bonds + 1.05 2-year zero coupon bonds at $102

Sell the 5% coupon bond at $105.82, and buy synthetic portfolio of 0.05 1-year zero coupon bonds + 1.05 2-year zero coupon bonds at $102

Sell the 5% coupon bond at $102, and buy synthetic portfolio of 0.05 1-year zero coupon bonds + 1.05 2-year zero coupon bonds at $105.82

Buy the 5% coupon bond at $102, and sell synthetic portfolio of 0.05 1-year zero coupon bonds + 1.05 2-year zero coupon bonds at $105.82