Consider the following information for a forward contract on an equity portfolio: - cash portfolio price \\( =\\$ 925 \\). - futures price \\( (90 \\)-days) \\( =\\$ 932.326 \\). - risk-free rate \=6. - expected dividend on portfolio to be paid in 25 days \\( =\\$ 6 \\) Using only the information provided, compute any arbitrage profits that are available in the current market a. \\( \\$ 12.89 \\) b. \\( \\$ 7.326 \\) C. No arbitrage opportunities are available given these prices d. \\( \\$ 1.326 \\) e. \\( -\\$ 7.326 \\)