8. [Arbitrage 1] Consider a 9-month forward contract on 100 shares of stock when the stock price is $100. We assume that the risk-free interest rate continuously compounded is 10% per annum for all maturities. We also assume that dividends of $3.00 per share will be paid after six months. What arbitrage opportunity is possible if the forward price for the contract is $100? F_0=$100