You own a stock currently worth 100 000 today. you plan to sell it in 60 days .to hedge against a possible decline in price, you enter into forward contract to sell the security. The annualized risk-free rate is 3.5%

i.Calculate the forward price on this contract

ii.Suppose a market dealer offers an off-market contract at 100,200.how would you earn an arbitrage profit

iii.Suppose that a market dealer offers an off-market contract. Calculate an up-front fee and indicate whether payment is made by the long to the short or vice versa

After 30 days, the security sells for 110 000.calculate the gains or loss to your position