Imagine that there are 2 securities trading. The first pays $1 in 6 months if Manchester United win the English Premier League (which, of course, we all know will happen). The second pays $1 in 6 months if Manchester United do not win the Premier League. The prices of these 2 securities are $0.8 and $0.18, respectively. If a 6-month, zero-coupon bond sells for $985, what is the arbitrage strategy (against assuming no transaction costs)? What is the profit today per $1000 face amount of zero coupon bonds