2. Suppose the 3-year zero rate is 3.6% and the 4-year zero rate is 4.4%. All rates are quoted with annual compounding. i. Calculate the forward rate over the fourth year. ii. Suppose you found a bank willing to offer you a one-year loan of $100,000 in three years at an interest rate of 6.0% (ie, the bank will lend you $100,000 in 2026 and you will pay back $106,000 in 2027). Carefully explain an arbitrage that only involves 1) taking the bank's offer and 2) lending and borrowing at the 3 - and 4-year zero rates. In addition, calculate your profit