construct an arbitrage strategy to exploit the mispriced forward

Stock XYZ pays dividends of $2 every three months, namely at T_1 = 2/12, T_2 = 5/12, T_3 = 8/12,... Consider a forward contract on XYZ with maturity T = 9/12, i.e 9 months. If S_0 = 200, F = 200 and r = 0.04, construct an arbitrage strategy to exploit the mispriced forward