Question 4: Bond Arbitrage 110 nointsl The riskfree rate is 5% for all investment horizons. Three government bonds with the same maturity have 3%, 5%, and 3'94: coupon rates (semiannual APR} and face values of $1,000. These bonds have just paid their most recent coupon and are traded at, respectively, $800, $1,000, and $1,150. Your fund currently holds 1,000 bonds with a 5% coupon rate- Is there a way for you to increase your fund's value by way of an arbitrage? If so, please provide an arbitrage trading strategy using the above Home bonds and explain why it makes you money and how much. Note: ' ' \" es" or \"no" will on] ive ou ' credit. My strategy is to The strategy is an arbitrage because Show all m work