The yield to maturity (YTM) on 1-year zero-coupon bonds is 7% and the YTM on 2-year zeros is 8%. The yield to maturity on 2-year-maturity coupon bonds with coupon rates of 10% (paid annually) is 7.5%. What arbitrage opportunity is available for an investment banking firm? (Omit the "$" sign in your response.) The arbitrage strategy is to buy zeroes with face value of $ and $ , and respective maturities of one year and two years. What is the profit on the activity? (Do not round intermediate calculations. Round your answer to 2 decimal places. Omit the "$" sign in your response.) Profit $ each bond