Suppose you want to price and evaluate a 1-year coupon bond with a $10,000 face value and a 5% coupon rate paid semiannually. Assume the discount factors for 6 months and 1 year are given by d0.50.9938 and d = 0.9827, respectively. (a) Write down a cashflow table for the cash flows of the bond (b) What is the price of this 1-year coupon bond? (C) What are the 6-month and 1-year spot interest rates, 70,0.5 and 10,1? (d) Suppose someone offers you the bond at a price of P = $10,320. Is there an arbitrage opportunity at this price? If so, how would you exploit it? Assume semi-annual compounding for all of your calculations