For what range of one-year forward prices does the trader have no arbitrage opportunities?

A trader owns a commodity as part of a long-term investment portfolio. The trader can buy the commodity for $950 per ounce and sell it for $949 per ounce. The trader can borrow funds at 6% per year and invest funds at 5.5% per year. (Both interest rates are expressed with annual compounding.) For what range of one-year forward prices does the trader have no arbitrage opportunities? Assume there is no bid–offer spread for forward prices.