Q$8-10.$ Please find below details of four government$-$issued bonds

a$)$ Find the term structure of interest rates for $t=1$ year, $2$ years, and $3$ years.

b$)$ Find the composition and price of the portfolio formed by zero$-$coupon bonds $1,2,$ and $3$ that

replicates coupon paying bond $4.$ Is there an arbitrage opportunity?

c$)$ If there is an arbitrage opportunity, create a detailed arbitrage table showing your trades.