7. The current price of AZZ stock is 400 . The stock pays dividends continuously at a rate of 2% per year. The continuously compounded risk-free interest rate is 7%. You notice that a 2-year forward contract is being offered with a forward price of 432 . Determine if an arbitrage opportunity exists, and if it does describe the portfolio you could put together to take advantage of any misprice. Include the amounts of each instrument in the portfolio and demonstrate using a payoff table. What amount of risk-free profit can be made