Prices of zero-coupon, default-free securities with face values of $1,000 are summarized in the following table: Maturity (years) Price (per $1,000 face value) 1 $971.65 2 $937.17 3 $905.22 Suppose you observe that a three-year, default-free security with an annual coupon rate of 10% and a face value of $1,000 has a price today of $1,183.27. 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.) O A. No OB. Yes O C. Not enough information How would you take advantage of the arbitrage opportunity? (Select from the drop-down menus.) Buy V coupon bond(s), sell short V one-year Zero(s), sell short two-year Zero(s), and sell short V three-year Zero(s). This would result in a net profit of $. (Round to the nearest cent.)