Question 14 7.5 points Save Answer "Assume zero rates and no other costs or benefits, gold spot is $1850, 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 with 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 per each unit ("''share'') of gold you trade." A Moving to another question will save this response. >>