Today's prices of zero-coupon, default-free securities with face values of $1,000 are summarized in the following table: Maturity (years) 1 2 3 Price (per $1,000 face value) $988 $975 $975 $949 Suppose you observe that a three-year, default-free security with an annual coupon rate of 2% and a face value of $1,000 has a price today of $1,000 (i.e. selling at par). Is there an arbitrage opportunity? If so, show specifically how you would take advantage of this opportunity (i.e. what trades would you make) and identify what is the profit