6. Assume that there is a ideal money market with constant effective rate R = .04. Consider a stock S with current price per share So = $73. Find the arbitrage-free forward price for delivery of one share of stock in 10 months, assuming that (a) the stock will not pay any dividends during the next 10 months; (b) the stock will pay dividends twice during the next 10 months: a payment of $0.58 per share in 2 months and a payment of $0.63 cents per share in 8 months; 2 the stock will pay dividends twice during the next 10 months: each payment will be exactly .015 times the share price just prior to the dividend payment.