Question 5 1 pts Use the following information about default-free zero-coupon bonds to answer the question below. 1 2 3 4 5 Maturity (years) Zero-Coupon YTM 3.00% 3.50% 4.00% 4.25% 4.40% Suppose that a 2-year default-free security (with a face value of $1000) paying 5% coupons annually is currently trading at par. Assuming there are no transaction costs and no taxes, what arbitrage opportunity is available? Short sell $1050 FV of 2 year zero; buy $1000 FV coupon bond. Buy $1050 FV of 2 year zero; short sell $1000 FV coupon bond. Buy $50 FV of 1 year zero and $1050 FV of 2 year zero; short sell $1000 FV coupon bond. O Short sell $50 FV of 1 year zero and $1050 FV of 2 year zero; buy $1000 FV coupon bond. O No arbitrage opportunity exists