I need help with the last question.

Prices of zero-coupon, default-free securities with face values of $1,000 are summarized in the following table: Maturity (years) Price (per $1,000 face value) 1 $970.62 2 $940.41 3 $909.48 Suppose you observe that a three-year, default-free security with an annual coupon rate of 10% and a face value of $1,000 has a price today of $1,187.63. Is there an arbitrage opportunity? If so, show specifically how you would take advantage of this opportunity. If not, why not? C. Is there an arbitrage opportunity? (Select the best choice below.) . No B. Yes OC. Not enough information. How would you take advantage of the arbitrage opportunity? (Select from the drop-down menus.) Buy 10 coupon bond(s), sell short 1 one-year Zero(s), sell short 1 two-year Zero(s), and sell short 11 three-year Zero(s) This would result in a net profit of $ (Round to the nearest cent.) Prices of zero-coupon, default-free securities with face values of $1,000 are summarized in the following table: Maturity (years) Price (per $1,000 face value) 1 $970.62 2 $940.41 3 $909.48 Suppose you observe that a three-year, default-free security with an annual coupon rate of 10% and a face value of $1,000 has a price today of $1,187.63. Is there an arbitrage opportunity? If so, show specifically how you would take advantage of this opportunity. If not, why not? C. Is there an arbitrage opportunity? (Select the best choice below.) . No B. Yes OC. Not enough information. How would you take advantage of the arbitrage opportunity? (Select from the drop-down menus.) Buy 10 coupon bond(s), sell short 1 one-year Zero(s), sell short 1 two-year Zero(s), and sell short 11 three-year Zero(s) This would result in a net profit of $ (Round to the nearest cent.)