2. Consider a 3Y forward contract on an asset generating income of 30 PLN per asset at the beginning of each year. The contract price of asset is 310 PLN per asset, while the current market price is 290 per asset. What position in a 3Y forward contract should a speculator take as a part of an abritrage strategy in order to realize a risk-less profit from the full strategy? Assume the following market zero WIBOR rates (continuous compounding) for 1Y, 2Y and 3Y periods: 5% pa., 7% pa. and 11% pa. respectively