Suppose that a one-year discount bond that pays off one dollar for sure one year from now sells for P = 0.90 today, a two-year discount bond that pays off one dollar for sure two years from now sells for P = 0.80 today, and a three-year discount bond that pays off one dollar for sure three years from now sells for P = 0.70 today. a. Consider a three-year coupon bond that makes an annual interest (coupon) payment of 100 dollars at the end of each of the next three years and also returns an additional amount (face value) of 1000 dollars at the end of the third year. What will the price of this bond be if there are no arbitrage opportunities across the markets for discount and coupon bonds? b. Next, consider a risk-free asset that pays the holder 100 dollars for sure two years from now and 100 dollars for sure three years from now. What will the price of this asset be if there are no arbitrage opportunities across markets for all risk-free assets? c. Finally, consider another risk-free asset that pays the holder 100 dollars for sure two years from now but then requires the holder to pay 100 dollars for sure three years from now. What will the price of this asset be if there are no arbitrage opportunities across markets for all risk-free assets?