4. Consider a long futures contract to purchase a coupon-bearing bond whose current price is S900. We will suppose that the futures contract matures in 9 months, and a coupon payment of $50 is expected after 4 months. The four-month and nine-month risk-free interest rates are 3% and 4% per annum, respectively Show how you arbitrage if the futures price is $910. Set up your position at different time clearly. (10 points)