A one-year futures contract on the S&P 500 index is priced at 4220, while the S&P 500 index is at 4150 and the 1-year risk-free rate is 3%. Based on the above data, which of the following set of transactions will yield positive riskless arbitrage profits? Buy S&P500 stocks in the spot market with borrowed money, and buy the futures contract. Buy S&P500 stocks in the spot market with borrowed money, and sell the futures contract. Sell S&P500 stocks in the spot market and invest the money earned, and sell the futures contract. Well S&P500 stocks in the spot market and invest the money earned, and buy the futures contract