A trader in the arbitrage unit of a multinational bank finds that an asset is trading at USD 1,000, the price of a 1-year futures contract on that asset is USD 1,010, and the price of a 2-year futures contract is USD 1,025. Assume that there are no cash flows from the asset for 2 years. If the term structure of interest rates is flat at 1% per year (annually compounded), which of the following is an appropriate arbitrage strategy?