Hi, can it be with explanation and detail on how every value was calculated??? Thanks !!!!!!!!!!!!!!

1. The six-month Libor rate is given to be 3% and the twelve-month rate to be 4%. The 6x12 FRA is trading at 4.2%. Show how you would construct a sure arbitrage to take advantage of these market rates. Assume the first six-month period is 181 days and second is 184 days. The interest-rate convention is Actual/360. (1 point)