The spot price of a mineral is $150 per unit. It costs $10 to store a unit of this mineral for one year, which is paid after one year. The one-year futures price for the mineral is now said to be $170. If the risk-free interest rate of continuous welfare is 5%, is there an arbitrage opportunity? Then draw a table to show the arbitrage strategy.

(table example)

(cash flow)

transition / t=o / t=1

long S +,, -,,,