ARBITRAGE: Set up an arbitrage table for the $4-$year forward bond at time $1($i$.$e$.,f(4,1))$

if the actual rate is $7\mathrm{.}0\%.$ Show rates and prices to $4$ decimal places $(x.xxxx\%$;

$$xx.xxxx).$ Action is buy $($long$)$ or sell $($short$).$ Type is identifying the security, such a $1-$

year bond, $2-$year forward bond, etc.

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