Suppose that there is a hypothetical stock that currently trades at $100, the Libor yield curve is flat and at a level of 5%, and the stock pays a $1 dividend each quarter with the next four expected payments to be in 45, 135, 225, and 315 days. Treating dividends as being payed discretely, compute theoretical futures prices for futures contracts on that stock that mature in:

i. 15 days

ii. 105 days

iii. 195 days

iv. 285 day