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Futures pricing [1.9. Suppose the S&P 500 index is at 2900, its dividend yield is 3.00% annually, and the futures contract expiring in 2 months is at 2902. The riskless interest rate is 6.00% a) Is the futures price right, or does it offer an arbitrage opportunity? b) What rate of interest would make 2902 the cost of carry price (this is called the implied riskless rate, or sometimes, the implied repo rate}? c) If you determined that there is an arbitrage opportunity, assuming you can both borrow and lend money at 6.00%, tell what position you should set up in order to exploit the arbitrage. 1.1. l 0. a) The riskless interest rate is 10%. There is a futures contract for freshly picked ripe tomatoes. Delivery date is 1 year om today. Ripe tomatoes today sell for $1.00 per pound. The best forecast for tomato prices one year 'om now is $1.20 per pound. Will the equilibrium 1 year ripe tomato futures price be above $1.20, below $1.20, or about $1.20? Explain your answer briey. b} The riskless interest rate is 10%. There is a futures contract for Krugerrands (a kind of gold coin weighing 1 ounce). Delivery date is 1 year from today. Krugerrands today sell for $700 each. The best forecast for Krugerrand prices one year from now is $800 each. Will the equilibrium 1 year Krugerrand futures price be above $800, below $800, or about $800?I Explain your answer briey