Three U.S. treasury bonds with a face value of $100 are as follows:

Bond A: Maturity = 2 years; Coupon Rate = 0%; Price = $90.77

Bond B: Maturity = 2 years; Coupon Rate = 5%; Price = $100.11

Bond C: Maturity = 3 years; Coupon Rate = 4%; Price = $93.98

Question 5: Create an arbitrage strategy that yields immediate profit using treasury bonds A, B, and C for each annuity bought or sold. Assume one 3-year annuity. How much should you buy or sell of Bond A, Bond B, and Bond C?