"Suppose you borrow 100 dollars to buy one share of a stock today (the stock price (SO) is $100), the interest rate is 5% (continuous compounding). The stock does not pay dividend. If there are forward contracts traded on this stock with expiry T=2, what should be the fair forward price with 2-year maturity? (round to 2 decimals) Design a trading strategy to make money if the forward price is $105. The strategy is: You enter into a long" or "short position in the forward contract at the quoted price of $105 to "buy" or "sell the stock at $105 at time T. You also enter a long or short** position on the stock today. You will make a profit of (round to 2 decimals)