The current price of a dividend-paying stock is $40. The risk-free rate of interest is 2.0% per annum with continuous compounding. The stock is supposed to pay dividends in six months from now. (a) If the dividend amount is known to be $2, then the one-year forward price should be $__________ if there is no arbitrage opportunities. (b) If the dividend amount is known to be 4% of the stock price in six months, then the one-year forward price should be $__________ if there is no arbitrage opportunities.