Suppose you observe that a three-year, default free secunty with an annual coupon fate of 10% and a face value of $1,000 has a price foday of $1,191,53 is there an arta how you would take adventage of this opportunity if not, why not? Is there an arbitrage opportunity? (Select the best choice below) A. Yes 1.. No C. Not enough information How would you take advantage of the arbitrage opportunity? (Select from the drop-down menus.) But coupon bond(s), sell short one-year Zero(5), sell short two-year Zero(s), and sell short three yoar Zero(s). Thes would result in a net protit of (Round to the nearest cont) th an annual coupon rate of 10% and a face value of $1,000 has a price foday of $1,191.53 is there an arbitrage opportunity? If so, show spocitically ot? (Select from the drop-down menus) selt short two-year Zero(s), and sell short three-year Zero(s)