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2. There is a nine-month forward contract on a non-dividend-paying stock. Today, the stock price is $321/share and the risk-free interest rate (with continuous compounding) is 4.58% per annum. A. What should the forward price be today? (5 points) B. Suppose that the delivery price of the contract is $335/share, is there an arbitrage opportunity? If yes, how could one arbitrage? (7 points)