The S\&R index spot price is 1100 and the continuously compounded risk-free rate is 5%. You observe a 9-month forward price of 1129.257. (a) What dividend yield is implied by this forward price? (b) Suppose you believe the dividend yield over the next 9 months will be only 0.5%. What arbitrage would you undertake? (c) Suppose you believe the dividend yield will be 3% over the next 9 months. What arbitrage would you undertake