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There are two Treasury zero-coupon bonds, A and B. Both bonds have a maturity of 1 year. The par value of A is $100 and

There are two Treasury zero-coupon bonds, A and B. Both bonds have a maturity of 1 year. The par value of A is $100 and the price is $80. The par value of B is $50 and the price is $47. Identify an arbitrage strategy using bonds A and B

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