Please show calculations.

Assume the T-bill maturity and futures delivery are on the same day. Ignore transactions costs. Treasury Bill Bid 1.18 Asked 1.17 Maturity DTM 90 Mar Index Futures S&P 500 Index (CME) High Low Settle Open 1,905.00 1,911001,901.001,907.70 Mar S&P 500 closed at $1,910.00 on the same day. Find the discount factor using the T-bill data. Please use the "Bid" yield for the calculation a) Suppose that if you buy one unit of S&P 500 index today, you will be entitled to a $10.00 dividend on the delivery day. Consider the following zero-net-investment strategy: buy S&P 500 index spot, borrow at the risk-free rate, and short the S&P 500 futures. Make sure your positions add up to zero at t-0. Show the cash flows from all your positions in the following table, per unit. b) Cash Flow, t0 Cash Flow, Maturity Position Buy S&P 500 Borrow Short Futures TOTAL CASH FLOW Considering that each S&P 500 futures contract is for 250 units of the index, what is your total arbitrage profit per 1000 contracts? c)