Suppose you observe the three following bonds in the market:

• A two-year zero-coupon bond with a face value of $100 trading for $89.00
• A two-year bond with a face value of $100 and a $10 coupon trading for $107.51
• A two-year bond with a face value of $100 and a $20 coupon trading for $127.53

Which of the following statements is true?

the answer is There is a possible arbitrage trade involving a short position in bond C

Can someone explain the reason behind ?