Unanswered Question 4 0 / 1 pts You observe a 1-year annuity that pays $100 every 6 months priced at $165.17 today. The price of a 6-month $100 par zero-coupon bond is $87.65, and the price of a 1- year $100 zero-coupon bond is $83.85. Assume that all securities are issued by the same firm. What arbitrage profits can be made if transaction costs amount to $0.78 ? $2.31 Correct Answer $5.51 No arbitrage profit can be made $4.73 $6.29 Cannot determine with given information