Consider forward contracts on two stocks at an annual continuously compounded interest rate of 5%:

1. Stock A does not pay any cashflow, and is currently trading at $123 per share. The 2-year forward price is $140 per share.

2. Stock B pays continuously compounded dividend at a rate of per year. The current stock price is $180 per share, and the 2-year forward price is $170 per share which leads to reverse cash-and-carry arbitrage.

Calculate such that the arbitrage profits (based on forward contracts delivering 1 unit of stock) in 2 years for both stocks are equal.

please help me with this, is the answer equals to 6.98%?