Please provide answers.

"Assume zero rates and no other costs or benefits, gold spot is $1900, and a broker is quoting you a 1-year forward price on gold at $2000. You can lock in an arbitrage profit by (""long"" or ""short"") the forward at K=2000 and (""buy"" or ""sell"") the gold on the spot market wit bank financing (either borrow from bank or save money to bank) today. This will lock in a profit of dollars ( use integer) at 1-year expiry pe each unit (""share"') of gold you trade." The S\&P 500 Index is at 4200 now. Assume a continuously compounding interest rate on dollar at 1% and a continuously compounding dividend yield on the stock index at 3\%. What should be the 3-year futures level on the index? (Round to 2 decimals)