5. A share of ABC Corp. is currently trading at $59 per share. The six-month- ahead forward price for a share of ABC Corp. is currently $60 per share. The current xix-month Treasury bill rate (annualized) is 6.25%. ABC Corp. does not currently pay dividends. (a) Calculate the "no-arbitrage forward price that would exist in an efficient market, given the current spot price and risk-free interest rate? (b) Would investors buy or sell shares of ABC Corp. in order to take advantage of an arbitrage opportunity? Would investors buy or sell forward contracts? A B G Assumptions are in the green boxes. Enter your calculations in the blue boxes. Question #5 - Put-Call-Forward Parity Current Share Price Forward Price Treasury Bill Rate (annualized $59.00 $60.00 6.25% a) No-Arbitrage Forward Pris b) Buy or Sell Shares? Buy or Sell Forwards