The term structure is as follows

Horizon (years) 1 2 3 4 Yield (%) 3 4 5 6

Suppose you want to lock in the forward rate from year 1 to 2 (which is 5%) for your next year of student loans in the amount of $15000. You will immediately pay the loans back at the end of the year 2 from your signing bonus when you land your dream job in nance. That is you fix the borrowing rate from year 1 to year 2. You have zero coupon bonds with face values of $1000 of all maturities with the price implied by the given term structure. How would you do it? Hint: How many bonds and of what maturity would you buy and sell.