All bonds have identical face values and the same but, Financial Management

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All bonds have identical face values and the same but

Consider the following three bonds and bond prices (0s denotes 0% annual coupon rate):

Bond Price

0s of 5/15/2012 (expiration date) 96-12

7.5s of 5/15/2012 103-12

15s of 5/15/2012 106-02

All bonds have identical face values and the same (but uncertain) settlement dates. Do these prices imply any arbitrage opportunity? If so, what are the weights of each security in an arbitrage portfolio (normalize the weight of the 15s bond to 1)? What is the arbitrage profit?

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