The risk-free rate of interest for all maturities is 7.85% on annual basis. The current price of the stock is $98. Calculate the arbitrage-free price of a six-month futures contract if the stock is expected to $2 dividends after three months. Select one: O a. $97.93 O b. $96.03 c. $99.88 O d. $96.93 O e. $99.94