A financier specializing in statistical arbitrage at an international banking institution observes the following details about a particular monetary instrument: The instrument is currently priced at $1,000. The cost of a 1-year futures contract on this instrument is$1,020, and the cost of a 2-year futures contract is $1,045. The financier assumes that there will be no cash flows from the instrument over the next 2 years. Given that the term structure of risk-free interest rates remains constant at 2% per annum, what would be an appropriate arbitrage strategy?