Suppose the 1-year spot rate is 1=1.1%, 2-year spot rate is 2=2%, and the 1-year forward rate in year 1 is 1=4.2%. Assume at time 0 we invest $ in 1-year bond, short $ in 2-year bond, and borrow $ at time 1 at the fixed forward rate. If this is an arbitrage strategy generating $100 at time t = 1 and nothing otherwise, then x=?, y=?