Please answer part b. (better includes part a, thanks)

Problem 1. (Arbitrage, 9') Two parties enter a stock forward at time t=0 that expires at t=T. The underlying stock pays a stream of dividends at a known and constant dividend yield . The risk-free rate is a known constant r. Use continuous compounding. (a) Suppose I want to have one share of the stock at time T by buying some stocks at time 0 and hold them. How many shares of the stock shall I buy at t=0 ? (Assume I am allowed to trade a fraction of a share.) (3') (b) The no-arbitrage forward price is F0,T=S0e(r)T. Show the arbitrage tables (cash flow tables for the arbitrage strategies) when the forward is overpriced or underpriced, respectively. (6')