You are given the following bond price data (each bond has a face value of $100):

A 6-month zero coupon bond has a price of $96.80 A 1-year note with 5:75% coupon has a price of $99.59

A 1.5-year note with 7:5% coupon has a price of $100.86

A 2-year note with 7:5% coupon has a price of $101.22

(b) Suppose you also come across the following 1-year bonds:

i. A 1-year note with 8:00% coupon has a price of $101.13

ii. A 1-year note with 13:13% coupon has a price of $106.00

Is there an arbitrage opportunity here? If so, how would you take advantage of it?