arbitrage strategy, please provide the system of equations for this arbitrage strategy and the correct answer

Now suppose the 1-year spot rate is ri = 1.4%, 2-year spot rate is r2 = 2%, and the 1-year forward rate in year 1 is fi = 4.0%. The prices of bonds are different from Parts (a)-(d). Assume at time 0 we invest $x in 1-year bond, short $x in 2-year bond, and invest $y at time 1 at the fixed forward rate. If this is an arbitrage strategy generating $100 at time t = 1 and nothing otherwise, then (e) x =: (f) y =: Note that since we effectively borrow y, y is a negative number. Please round your answers to at least two digits. e.g., if the answer is 19/17, submit 1.12. 1.1 will be marked as incorrect! 1.1176 will be accepted. Now suppose the 1-year spot rate is ri = 1.4%, 2-year spot rate is r2 = 2%, and the 1-year forward rate in year 1 is fi = 4.0%. The prices of bonds are different from Parts (a)-(d). Assume at time 0 we invest $x in 1-year bond, short $x in 2-year bond, and invest $y at time 1 at the fixed forward rate. If this is an arbitrage strategy generating $100 at time t = 1 and nothing otherwise, then (e) x =: (f) y =: Note that since we effectively borrow y, y is a negative number. Please round your answers to at least two digits. e.g., if the answer is 19/17, submit 1.12. 1.1 will be marked as incorrect! 1.1176 will be accepted