Suppose you observe that a three-year, default-free security with an annual coupon rate of 10% and a face value of $1,000 has a price today of $1,185.25. Is there an arbitrage opportunity? If so, show specifically how you would take advantage of this opportunity. If not, why not? Buy coupon bond(s), sell short one-year Zero(s), sell short two-year Zero(s), and sell short three-year Zero(s). This would result in a net profit of $ (Round to the nearest cent.)