We know that the Forward Price is related to the Spot Price by this formula: Fo Esce. You want to purchase a four-month Forward Contract on a stock that is selling for $30. If the risk-free interest rate is 6%, what is the Forward Price (equal to the Delivery Price on the day you enter into the Contract). O$30.61 $30.00 O$31.50 O$29.41 ONone of the above are true If the Forward Price was $33, what would you expect arbitrageurs to do? OBuy the stock for $30 and short a Forward Contract at $33 OShort the stock for $30 and enter into a long forward Contract at $33 Arbitrageurs would be indifferent to either a) or b) None of the above are true