The forward price to buy one oz of gold in 9 years is F=$1850. Currently, gold trades at $1,872/oz. The yield curve is flat, with y=5% (annual rate). Compute the arbitrage profit per trade you could generate in 9 years by trading the forward contract (i.e., your strategy should generate a cash-flow of zero today and a positive cash-flow in the future). Enter your answer rounded to the nearest penny (do not include the dollar sign). If there is no arbitrage opportunities, just enter O. What is a good reason to take a short position in an out-of-the-money Call option: you believe the underlying asset price will go up you want to hedge against a potential fall in the price of the underlying asset you believe that the underlying asset price will not move much in the future. none of the above