Prices of zero coupon default free securities with face values of $1,000 are summarized in the following table Maturity (years) 2. 3 Price (per $1,000 face value) 5969 47 $937 81 $907 77 Suppose you observe that a three-year default-free secunty with an annual coupon rate of 10% and a face value of $1,000 has a price today of $1 18431 Is there an arbitrage opportunity? If so, show specifically how you would take advantage of this opportunity if not, why not? Is there an arbitrage opportunity? (Select the best choice below) OA NO OB Yes OC. Not enough information How would you take advantage of the arbitrage opportunity? (Solect from the drop down menus) Buy coupon bond(s), sell short one year Zero(s) sell short two year Zero(s) and sell short three year Zeros) This would result in a net profitors (Round to the nearest cent)