Need help with C. Possibly check if a and c are correct

14. Consider the futures contract written on the S&P 500 index and maturing in 6 months. The interest rate is 3% per 6-month period, and the future value of dividends expected to be paid over the next 6 months is $15. The current index level is 1425. Assume that you can short sell the S&P 500 index. a. What is the theoretical no-arbitrage price for a 6-month futures contract on the S&P 500 stock index e pictug