Q7 Consider a 2-month forward contract on a non-dividend paying stock wi current price of $60. The risk-free interest rate continuously compoun 6.5% p.a. a) What should be the theoretical forward price? b) If the forward price is $60.95, use a cash flow table that is similar to what we learned in class to show how you would arbitrage from this forward price. c) If the forward price is $60.35, use a cash flow table that is similar to what we learned in class to show how you would arbitrage from this forward price