35 D Question 8 3 pts Assume (i) there are no transactions costs, (ii) the risk-free borrowing and lending rates are equal, (iii) if you lend $1 for one month the payoff at the end of the month will be $1.01, and (iv) interest rates are constant through time. A share is currently trading at $1,000. The share is certain to pay a dividend of $2.02 in one months' time. A forward contract written on this share will mature in two months' time, There will be an arbitrage opportunity unless the forward price is O $1,018.0800 a O $997.9598 O $1,017.9598 O $1.018.0394 O $1,018.0598 7 of 12