You are given the following price information on various default-free, US treasury bonds. All prices are based on face value of $1,000. The price of the 1-year zero-coupon bond is $950. The price of the 3-year zero-coupon bond is $800. The price of a 3-year coupon-paying bond with annual coupon rate of 5% is 930. . a) What is the price of the 2-year zero-coupon bond with face value of $1,000? b) What is the price of a three-year coupon-paying bond with face value of $1,000 and annual coupon rate of 10%? c) If the 3-year coupon paying bond with 10% annual coupon is actually selling at 1070 for $1,000 face value, is there an arbitrage opportunity? Construct a portfolio to take advantage of the arbitrage opportunity if there is one. Fill out the cash flows table below for your trading strategy. Time 0 Time 1 Time 2 Time 3 Transaction 1 Transaction 2 Net Cash Flow windows'u Et werowetkin