The S&R Index is currently traded at $1100. The continuously compounded annual interest rate is 5%. If the price of a 1-month forward contract is $1120, how would you establish the arbitrage portfolio today?_ _the foward at $1120, the S&R index at $1100, the amount of $1100. long, short, lend short, long, borrow long, short, borrow short, long, lend