Words QUESTION 2 Suppose that the risk-free interest rate is 6% per annum with continuous compounding and that the dividend yield on a stock index is 2% per annum. The index is standing at 200, and the futures price for a contract deliverable in four months is 205. What arbitrage opportunities does this create? Give a complete answer TT TT Paragraph Arial 3 (12pt) 5. E- T.. % OO Q E T' T, 25 - - - @ fx Mashups - 16 L HTHLESS Click Save and Submit to save and submit. Click Save All Answers to save all answers. Save All Answ