Based on the question above, assume that the value of Fis $1 less than what it should be if there were no arbitrage. Assume that to exploit this your arbitrage strategy will involve trading 3 units of the bond at t = 0 and will be built in such away that the arbitrage profit is realized at t = 25. Among other positions, which of the below will also be a component of your arbitrage strategy? Use contract X to lend $2,400 Use contract Y to lend $2,400 Use contract X to borrow $2,400 Use contract Y to borrow $2,400 Use the dollar forward rate to borrow $2,400 Based on the question above, assume that the value of Fis $1 less than what it should be if there were no arbitrage. Assume that to exploit this your arbitrage strategy will involve trading 3 units of the bond at t = 0 and will be built in such away that the arbitrage profit is realized at t = 25. Among other positions, which of the below will also be a component of your arbitrage strategy? Use contract X to lend $2,400 Use contract Y to lend $2,400 Use contract X to borrow $2,400 Use contract Y to borrow $2,400 Use the dollar forward rate to borrow $2,400