The price of a stock is currently $200 per share. It'll pay a dividend of $0.85 every 3 months (the next dividend will occur 3 months from now). 3-month and 5-month risk free interest rates are 0.2% and 0.25%, respectively. All rates are annual rates with continuous compounding. What should be the delivery price of a 5-month forward contract so that the contract is of zero cost? Keep 2 digits in your final answer. Do not include $ sign. The current CAD/USD exchange rate is $0.79 per Canadian dollar (CAD). 3-month risk free interest rates for CAD and USD are 1.2% and 0.2%, respectively. All rates are annual rates with continuous compounding. Suppose your company can borrow and deposit both currencies at the above risk free rates. Your company can enter a 3-month forward contract to buy or sell 5 million Canadian dollars at $0.78 per CAD. Construct an arbitrage strategy (describe in details what your company should do now and in 3 months, and explain why it is an arbitrage)