Suppose we observe the prices of the forward F = 89.6, the stock = 77.7172, the discount interest rate = 9.8%, and the time to maturity of a forward contract T = 0.7. What combination of trades must be done to arbitrage this market? (Hint: Remember that the arbitrage portfolio must be closed in transactions and can't be partial) Long 6 forward(s) contract Take a one-unit(s) short position in the forward market Borrow $1 amount of cash from bank Take a 6-unit(s) short position in the forward market #11 Long bank account (lend 466.303) Borrow 466.303 amount of cash from bank Short 6 unit(s) of the asset (borrow 466.303) Buy 6 unit(s) of the underlying asset on the spot market at 77.7172 Buy 1 unit of the underlying asset on the spot market at 77.7172