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=$973.79, 2=$940.47, 3=$906.78 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 $1,185.63. Is there an arbitrage opportunity? If so, show specifically how you would take advantage of this opportunity. If not, why not? How would you take advantage of the arbitrage opportunity? This would result in a net profit of ?