Complete the second half of the proof of the "forward price formula with carrying cost". To construct the arbitrage, go long one unit of a forward and short one unit spot. To execute the short, it is necessary to borrow the asset from someone, say, Mr. X. As part of our arrangement with Mr. X we ask that he give us the carrying costs as they would normally occur, since he would have to pay them if we did not borrow the asset. We then invest these cash flows. At the final time we buy one unit as obligated by our forward and repay Mr. X. Show the details of this argument.