The forward price of a stock for delivery in nine months is $125, while the spot price is $120. The six-month continuously compounded interest rate is 8.6% per annum. Is there an arbitrage opportunity? If so, show the cash flows involved in the arbitrage and write the necessary actions (steps) to take advantage of this opportunity. (12 points) The forward price of a stock for delivery in nine months is $125, while the spot price is $120. The six-month continuously compounded interest rate is 8.6% per annum. Is there an arbitrage opportunity? If so, show the cash flows involved in the arbitrage and write the necessary actions (steps) to take advantage of this opportunity. (12 points)