Where can I get answer for the following problem?Problem A. Construct a Replicating Portfolio (RP) to replicate a 1.5-year Bond-0 that pays A1 percent of coupon per year. The available bonds for replication are: a one year zero coupon Bond-1, a 1.5-year Bond-2 that pays A2 percent coupon per year, and a 1-year Bond-3 which pays A3 percent coupon per year. All the bonds (Bond-0, Bond-1, Bond-2, and Bond-3) have the same face value of $100 and pay their annual coupons two times a year. Compute an arbitrage trading strategy to generate profits, if any, when the current market prices of the four bonds, respectively, are A4, A5, A6 and A7.