5) [20 points] Consider forward and futures contract on an asset for de- livery 6 months from today (T = 0.5). For simplicity, assume marking to market is performed at just one intermediate time instant: 3 months from today (t = 0.25). The interest rate (with continuous compounding) is 2.00 %. Suppose that the futures price is f(0,T) = 250.00 dollars per unit, and the forward price is F(0,T) = 200.00 dollars per unit. Find an arbitrage op- portunity. To receive, full credit, explain what you would do today, 3 months from today, and 6 months from today. To receive full credit, you should also calculate the profit at the delivery time. 5) [20 points] Consider forward and futures contract on an asset for de- livery 6 months from today (T = 0.5). For simplicity, assume marking to market is performed at just one intermediate time instant: 3 months from today (t = 0.25). The interest rate (with continuous compounding) is 2.00 %. Suppose that the futures price is f(0,T) = 250.00 dollars per unit, and the forward price is F(0,T) = 200.00 dollars per unit. Find an arbitrage op- portunity. To receive, full credit, explain what you would do today, 3 months from today, and 6 months from today. To receive full credit, you should also calculate the profit at the delivery time