if these 3 bonds were currently trading in the market at $110, $130 and $200, would there be any arbitrage opportunities? explain and provide an example?

5 Bond Maturity= Coupon Rate= Principal 6% 100 cashflow t 1 6 6 2 3 interest rate 0.17 0.53 0.85 1.05 1.24 PV 5.989808665 5.936735892 5.848934274 5.754369442 99.627586 6 4 6 106 5 Bond price= 123.1574343 Bond Mafurity Coupon Rate= Principal= 15 6% 100 t cashflow 6 1 N 2 6 6 3 4. 6 5 6 LO 6 6 6 6 7 interest rate 0.17 0.53 0.85 1.05 1.24 1.36 1.47 1.51 1.54 1.58 1.62 1.66 1.70 1.74 1.79 CON PV 5.989808665 5.936735892 5.848934274 5.754369442 5.639297321 5.531502449 5.413303144 5.318685232 5.221890334 5.123098692 5.020098069 4.915136224 4.80842443 4.700173718 81.10049739 8 | 6 6 6 9 10 11 12 13 14 15 6 6 6 106 Bond Price= 156.3219553 Maturity Coupon Rates Principale 25 6% 100 t cashflow 1 2 3 4 6 6 6 6 6 6 6 6 6 6 Con 6 5 6 7 8 9 10 11 12 13 14 15 16 17 .18 19 20 21 22 23 24 25 interest rate 0.17 0.53 0.85 1.05 1.24 1.36 1.47 1.51 1.54 1.58 1.62 1.66 1.70 1.74 1.79 1.83 1.87 1.91 1.95 1.99 1.99 1.98 1.98 1.97 1.97 PV 5.989809 5.936736 5.848934 5.754369 5.639297 5.531502 5.413303 5.318685+ 5.22189 5.123099 5.020098 4.915136 4.808424 4.700174 4.590594 4.479894 4.368281 4.255956 4.143121 4.029972 3.953888 3.879551 3.806916 3.73594 64.77625 | | | 6 6 6 6 6 6 16 6 6 6 6 6 106 Bond Price 181.2418