Prices of zero-coupon, default-free securities with face values of $1,000 are summarized in the following table:

Maturity (years)	1	2	3
Price (per $1,000 face value)	$969.49	$938.14	$906.67

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 $1,185.46. Is there an arbitrage opportunity? If so, show specifically how you would take advantage of this opportunity. If not, why not?