On August $15,2003,$ members of the Deutsche Bank$$s Fixed Income Research Group are looking at data for the day on various US Treasury Bonds. They want to compare the output of their theoretical term$-$structure model with the bootstrapped zero$-$coupon yield curve. The comparison will reveal if there are any possible mispricings$$and thus trades$$in US Treasury Bonds. $1.$ Explain the role of the fixed income research group. $2.$ Calculate yields for the coupon paying US treasuries given in the case. $3.$ Bootstrap zero coupon $($spot$)$ yield curve from the given coupon paying bonds. $4.$ Is there an arbitrage opportunity? Show it$.$