Suppose that in the fixed-income securities market, the current one-year, two-year, and three-year spot interest rates are 7.000%, 7.250%, and 7.500%, respectively. (That is, RMrkt., 1 = 7.000%, RMrkt.2 = 7.250% , and RMrkt.,3 = 7.500%.). In addition, in the market, the current two-year forward rate one-year from now (FO, Mrkt 2) is 7.625%. (This is the only forward interest rate available in the market.) Assume that an arbitrager can borrow or lend exactly $1,000 in the forward interest rate market. They execute an arbitrage strategy such that their net cash flows at time t=0 (Now), at the end of Year 1 (t=1), and at the end of Year 2 (t=2) are all equal to zero. However, they generate a maximum-possible positive net cash flow at the end of Year 3 (t=3). What is the amount of that maximum positive net cash flow at the end of Year 3 (t = 3)? (Please make sure that, we are putting a constraint of borrowing/lending amount of exactly $1,000 for the forward interest rate transaction. It is mainly to have the same correct answer for each of us. This is to accommodate a limitation of the machine grading. Thank you!) (Round off your final answer to four decimal places. For the intermittent steps, round off to at least six decimal places, so that your answer is as close as possible to the correct answer.)