The S&P 500 Index is currently traded at $2400. The continuous annual dividend yield is 2.0% and the continuously compounded annualinterest rate is 4%. if the 1-year forward price is $2450, you can establish your arbitrage portfolio: short a forward, long _____ unit of S&P 500 index, borrow to make you portfolio self-financed.

Group of answer choices

0.9231

0.9449

0.9608

0.9802