4.2 Forwards: arbitrage The price of a stock is So = 100.0 at tine to = 0. The stock pays no dividends The interest rate is r-5.0%. The expiration time of the forward contract is T = 1.0 years. Question: For each case below, formulate an arbitrage strategy to take advantage of the forward price. I. The forward price is F = 105.0. 2. The forward price is F = 106.0. Question: For each case above, state how much profit your arbitrage strategy yields at the expiration time T