6.4.2 Suppose that yield rates on zero coupon bonds are currently 6 % for a one-year maturity and 7 % for a two-year maturity (effective annual rates). Suppose that somneone is willing to lend money to you starting one year from now to be repaid two years from now at an effective annual interest rate of 7 %. Construct a transaction in which an arbitrage gain can be obtained (positive net gain for net investment of 0)