A stock has a current price of $50. The continuously compounded risk-free interest rate is 8%. The stock is going to pay a dividend of $0.5 after 1 month and another dividend of $1 after 5 months. For simplicity, take 1 month 1/12 years. (a) What should the prepaid forward price of a prepaid forward contract that delivers one share after 6 months be? (b) What should the forwand price of a 6-month forward contract on the index be? (c) If the market forward price of the contract is 50.2, construct an arbitrage portfolio