Suppose the value of the S&P 500 stock index is currently 3,585.15. a) If the 6-month T-Bill rate is .15% and the expected dividend yield on the S&P 500 is 1.81% per annum, what should the 6-month maturity futures price be? b) You observe the actual price of the 6-month S&P 500 Index futures contract is 3,580. Assuming you could borrow or lend at .15% p.a., could you execute an arbitrage? If so, describe the steps required to do so