X qut.edu.au Remaining Time: 2 hours, 39 minutes, 47 seconds. Question Completion Status: QUESTION 3 Question 2 The current price of a stock (So) is $80.00 and the stock is expected to pay a dividend of $4.00 in three (3) months' time. The price of a six-month forward contact (FO,T) on the stock is $82.15. The risk-free rate of return is 5.00% p.a. Based on this information, determine if there is an arbitrage opportunity, the transactions involved in the arbitrage and the arbitrage profit for this stock and forward contract. (5 marks) T T T T Paragraph Arial 3 (12pt) VE T * DO E ' . Mashups ST CG NL IT HTHLESS Path: Words:0 QUESTION 4