what is answer a~c? thanks

on june 8, the s&p 500 index is at 3300 and September index futures contract, expiring on September 20 (73 days from mow) is at 3350. Assume the dividend yield on the S&P 500 is annual 2%. the annual risk-free rate is a continuously compounded 7%. the multiplier on the futures contract is $250. Assume that you start with a $ 10 million long or short position (you will have to determine whether to take a long or short position) in stocks that replicates the S&P 500 index a. what is the implied continuously compounded one-year repo rate? b. clearly outline an arbitrage strategy to profit from these prices. c. If on August 1, the S&P 500 index is at 3000 and the September index futures contract, expiring on September 20 is at 3010 then what is the arbitrage profit on August 12 on june 8, the s&p 500 index is at 3300 and September index futures contract, expiring on September 20 (73 days from mow) is at 3350. Assume the dividend yield on the S&P 500 is annual 2%. the annual risk-free rate is a continuously compounded 7%. the multiplier on the futures contract is $250. Assume that you start with a $ 10 million long or short position (you will have to determine whether to take a long or short position) in stocks that replicates the S&P 500 index a. what is the implied continuously compounded one-year repo rate? b. clearly outline an arbitrage strategy to profit from these prices. c. If on August 1, the S&P 500 index is at 3000 and the September index futures contract, expiring on September 20 is at 3010 then what is the arbitrage profit on August 12