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Problem 2. (10 Points) Consider a futures contract and a forward contract. They have the same underlying asset and the same delivery date T 1. Suppose that the futures price f(0,T) = $90 and the forward price F(0,T) = $100. For the futures contract, suppose that marking to market is performed only once at t = . Is there any arbitrage opportunity? so, please find one. If not, explain why. (the risk free interest rate r is assumed to be a constant and continuously compounded.) Problem 2. (10 Points) Consider a futures contract and a forward contract. They have the same underlying asset and the same delivery date T 1. Suppose that the futures price f(0,T) = $90 and the forward price F(0,T) = $100. For the futures contract, suppose that marking to market is performed only once at t = . Is there any arbitrage opportunity? so, please find one. If not, explain why. (the risk free interest rate r is assumed to be a constant and continuously compounded.)