Part 3: Arbitrage 4. You are looking at the Brazilian Bond Market that has the following yield curve in Table 2 (Use the following table to solve the questions). (2 points) Table: Yield Curve for Brazilian Zero-Coupon Bonds Time to 1 year 2 year 3 year 4 year 5 year YTM 3.66% 4.20% 5.10% 6.20% 6.75% a) There is a 4-year maturity bond, with a par value of 1,000 and that has an 5.5% coupon. Please calculate the price of this coupon bonds. 2 b) A broker quoted the bond at 96 (or 960 per bond); can you think a possible arbitrage? c) If another broker offers you the same previous bond but at 99 is there a possible arbitrage