A 4-month futures contract on the S&P500 index is currently priced at 3,795.The underlying index stocks valued at 4,015 and pay dividends at a continuosly compounded rate of 1.6%.The current continuosly risk-free rate is 4.6%. The potential arbritage is closest to? Please answer using Excel... thanks!!

A 4-month futures contract on th S\&P 500 index is currently priced at 3,795 . The underlying index stocks are valued at 4,015 and pay dividends at a continuously compounded rate of 1.6%. The current continuously compounded risk-free rate is 4.6%. a. The potential arbitrage is closest to: index points