The market price of a $1,000 face value 2-year 5% coupon bond is $970. The price of a 1-year zero-coupon bond is $947.77 and that of a 2-year zero-coupon bond is $883.44. Assuming that the zero-coupon bonds are correctly priced which of the following statements are true: 1. There is an arbitrage opportunity available 1. There is no arbitrage opportunity available II. The coupon bond is mispriced IV. The no-arbitrage price of the coupon bond is $955 V. The no-arbitrage price of the coupon bond is $975 VI. The coupon bond is fairly priced Select one: a. only I and b. only and V only il and V d. only, and TV only and V