The share price of a stock is quoted at $24, while a dividend of $0.40 is expected in two months and a dividend of $0.45 is expected in eight months. The risk-free rate is 4% per annum with continuous compounding. Answer the following questions in the space provided. (a) Compute the one-year forward price on the stock. (1.5 marks) (b) A certain trader quotes the one-year forward price on the stock at $23. Describe in detail how you can make a risk-free profit from this situation. In your answer be sure to include (3.5 marks): (i) The name of the arbitrage strategy available in this case; The actions you take at various times and the dollar amount of your investments etc. (iii) The dollar amount of the risk-free profit made from the arbitrage strategy. (ii)