The following is a set of U.S. Treasury spot rates. Today, your neighbor Todd offers you a 4-year investment project that yields 35% per year starting one year from today. If you take the project, you are committed to investing $100,000 at the end of Year 1 and the project will pay the FV of the investment at the end of Year 5 to yield 35% per year. Execute a set of transactions to produce an arbitrage profit. Be clear and be specific. When you trade a T-Bond, state both its face value and market value. Show your work. Detail all relevant transactions and all relevant cash flows at any time now and in the future. Answer: Your arbitrage portfolio at t=0 is Answer: Your net arbitrage profits is $ realized at time =