Suppose the current spot price of copper is S0=$4.10 per pound, the risk-free eight-month rate of interest is 2%, and there are no costs of holding copper. What is the unique arbitrage-free eightmonth forward price of copper? $4.05$15.55$4.16$4.81 Question 27 2.5 pts Suppose the current spot price of uranium is S0=$28.50 per pound, the risk-free four-month rate of interest is 6%, and there are no costs of holding uranium. If the unique arbitrage-free four-month forward price of uranium is $29.08, but the actual forward price is $27.62, there is an arbitrage position for 4 months, investing $28.5 for 4 months at the interest rate of 6%. and: Selling a forward contract to deliver one pound of uranium in 4 months at $27.62. Ignoring the forward contract. Entering into a long forward position to purchase one pound of uranium in 4 months at \$27.62. Entering into a short forward position to deliver one pound of uranium in 4 months at $27.62