In a perfect market, the expected payoff for which of the following is higher at the maturity? a. Going long in a 2-month forward contract on a non-dividend-paying stock with the current price of 50$ and expected price of 52$ at the maturity. b. Going short in a 2-month forward contract on a dividend-paying stock with the current price of 52$, the dividend yield of 8% per annum, and expected price of 51$ at the maturity. Explain your answer with the required calculations considering that the risk-free rate is 10% per annum