You are offered a one-year forward rate in two-years of 2.5% (i.e. you can enter into a contract today to lock in a 2.5% return on a one-year security purchased in two years). Based on the current yield curve, the implied forward rate on a one-year Treasury security purchased in two years should be 1.85%.

Treasuries (maturity)	Yield (%)
1-year	0.25%
2-year	0.61%
3-year	1.02%

How can you profit from this opportunity? Be specific (i.e. at what rates will you borrow; in which security (ies) would you invest?