What would be the July 1 value of a September forward contract initiated on June 1 to purchase crude oil for \(\$ 50 /\) barrel on September 1, if the same contract were available on July 1, but with a contract price of \(\$ 55\) /barrel? Assume on July 1 there are exactly two months to expiration, the risk-free rate is \(6 \%\) (annual), and the forward contracts are not marked to market. What arbitrage strategy could the June 1 holder of the September contract employ if the contract price in July is not correctly priced?