Better than the paper clip is to use green florist wire. Get it at any hobby or craft store such as Michael's. It's plenty strong but very flexible so it will not hang up when it rolls over the sheave at the top of the mast. I have used it several times. Not even necessary to use any tape. 1. butt the two ends of line together. 2. Poke the wire all the way through one line about an inch back from the butt and pull 8-10 inches out. 3.Poke the wire through the second line about an inch back from it's butt as before. 4. Wrap the remaining wire around and around back toward where you started. 5. Twist the two ends together and flatten best you can.
Something like this: