Question 1 1 pts Suppose that the current price of a stock is 725 and that the 6-month forward price of the stock is 737. You enter into a long forward contract expiring in 6 months. The price of the stock at expiration is 700. Suppose that the continuously compounded risk free rate is 4%. Calculate your profit from the forward at expiration. O -37.00 O-37.75 37.00 37.75 O-36.27