c. Using the current spot and futures prices [settlement for all available contracts) for SPX and the Nikkei 225, calculate the implied continuous dividend rate for each index, assuming no transaction costs (10 points) d. Assume you entered into a 4 short December (2019) futures for SPX at today's price, but on January 31", 2019, use February daily price levels and show your daily account balances. [5 points] e. How would those balances look different if you were in the dollar equivalent value of a forward contract. (2.5 points) f. Can we claim that the SPX is a better investment than the Nikkei based on the futures curve (2.5 points)