Stock XYZ pays dividends of $2 every three months, namely at T_1 = 3/12, T_2 = 6/12, T_3 = 9/12 Consider a forward contract on XYZ with maturity T = 10/12, i.e. 10 months. If S_0 100, F = 100 and r = 0.04, construct an arbitrage strategy to exploit the mispriced forward