Suppose the forward price for an investment asset is $50 and an arbitrageur borrows $48 at a risk-free interest rate of 3% to buy one share. The arbitrageur also shorts a forward contract to sell that one share in 9 months. What is the amount of money needed to pay off the loan and what is the profit for the arbitrageur? How would the amount of money needed to pay off the loan and profit be different if the forward contract that was shorted was for 6 months?