The yield to maturity (YTM) on 1-year zero-coupon bonds is 5% and the YTM on 2-year zeros is 6%. The yield to maturity on 2 -yearmaturity coupon bonds with coupon rates of 8% (paid annually) is 5.5% a. What arbitrage opportunity is available for an imvestment banking firm? The arbilfage strategy is to buy zeros with face values of and , and cospective maturities of one your and two yearh b. What is the profit on the activity? (Do not round intermediate colculations, Round your answer to 2 decimal places.)