In the absence of dividends, to create the same payoffs as short selling the Underlying asset, we can use forward contracts by Borrowing the current spot price of the underlying and taking a short position in the forward contract Borrowing the current spot price of the underlying and taking a long position in the forward contract Lending the current spot price of the underlying and taking a short position in the forward contract Lending the current spot price of the underlying and taking a long position in the forward contract Which of the following is NOT true about the normal forward price? It should be what I expect the spot price of the underlying to be at maturity It is more than the prepaid fonward price It is on average less than the what I expect the future spot price of the underlying to be It is determined when signing the forward contract, even though the actual trade of the underlying doesn't take place until maturity