Stock XYZ pays dividends of $2 every three months, namely at T = 2/12, T = 5/12, T3 = 8/12, Consider a forward contract on XYZ with maturity T = 9/12, i.e 9 months. If So 200, F=200 and r = 0.04 continuously compounded, construct an arbitrage strategy to exploit the mispriced forward. =