please provide solution details

and solve both questions

Q5) Suppose that the risk-free interest rate is 9% per annum with continuous compounding and that the dividend yield on a stock index is 3% per annum. The index is standing at 400 , and the futures price for a contract deliverable in four months is 405 . What arbitrage opportunities does this create? Q6) A US Treasury bond pays a 8\% coupon on January 7 and July 7. How much interest accrues per $100 of principal to the bondholder between July 7, 2014, and August 8,2014 ? How would your answer be different if it were a corporate bond