The price of a 3-year ZCB is 95%. The price of a 5% annual coupon bond with a 3-year maturity is 103%. Finally, the price of a 3-year annual coupon bond paying TBill12m+5%, whose index reset just today is 112%. There are also 3-year no-spread floaters on the market. How much, in % of face value, will you make if you take an arbitrage position that:

You can only buy or sell one unit of each asset

You will engage in a portfolio that realizes, at today's prices, a certain profit

You are capturing price differences today, therefore it needs not to be a zero-investment portfolio

This means that today you need to buy and sell the same "synthetic asset", where you buy cheap and sell expensive

Input your answer in % of face value (in percentage points), with zero decimals