i need answers for 4 and 5 detailed calulation please

V Conditional ID Paste Times New Roman 12 ' " General Formatas B a A %) 8:28 Cell Styles x fx Find the composition and price of the portfolio formed by zero-coupon bonds 1, 2 and 3 that replicates coupon E F H B14 A B D G 3 4 5 Please find below details of four government-issued bonds Face value Maturity (years) Price at 1-0 7 8 9 10 11 Bond 1 Bond 2 Bond 3 Bond 4 Annual coupon rate 0% 0% 0% 10% 100 100 100 1000 1 2 3 3 96.75 90.7 83.96 1107 1 Find the term structure of interes. Vrates for 7 year, 2 years, and 3 years 2 Find the composition and price of the portfolio formed by zero-coupon bonds 1, 2, and 3 that replicates coupon paying hond 4. 12 13 14 15 16 17 18 19 3 Is there an arbitrage opportunity? If there is an arbitrage opportunity, create a detailed arbitrage table. 4 What are the 1 year forward rates in one year (fl) and respectively in two years (1/2) from now? 20 21 5 At which price could you sell bond 4 after one year and what would be your rate of return