consider a $5$ month futures contract on a stock index. the spot index is currently at $5100,$ the dividend yeild on the index is $1\mathrm{.}75\%$ continously compounded. and the $5$ month continously compounded interest rate is $4\%.$ A$.)$ conpute the non arbitrage futures price. b$.)$ suppose the actual futures price is $5145$ on the chicago mercantile exchange. Devise a no intial cash outlay to take advantage of the situation. what is the profit per index?