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.