Question B3 [1+3=4 marks] Prices of zero-coupon, default-free securities with face values of $1000 are summarized in the following table: Maturity (years) 1 2 3 Price (per $1000 face value) $970.87 $938.95 $904.56 Suppose you observe that a three-year, default-free security with an annual coupon rate of 10% and a face value of $1000 has a price today of $1183.50. Is there an arbitrage opportunity? If so, show specifically how you would take advantage of this opportunity. If not, why not