Question 12 3 pts Suppose that a one-period zero-coupon bond sells for $95, two-period zero-coupon bond sells for $91, and three-period zero-coupon bond sells for $86. All of these bonds have a par value of $100. A three-period bond has an annual coupon of $8, face value of $100, and price of $106. All securities are issued by the same firm. What actions would you take to realize the arbitrage opportunity, if there's any? You should 1 unit of the bond and units of 1-period zero, units of 2-period zero, and units of 3-period zero. Tips: Fill in the blanks with proper action (buy/sell (lower case)) and the number of units. If the number of units is in decimal, round it up to 2 decimal places. If you think there is no arbitrage opportunity, then just leave everything blank