Consider a two year forward contract on a coupon bond. The forward price is $1100 and the coupon bond price is $1150. Coupon payments of $100 are in 6 and 18 months' time. Risk free rates are continuously compounded at 3.5% p.a. (6 months), 4.15% p.a. (12 months), 4.5% p.a. (18 months) and 5% p.a. (2 years). Which of the following statements is true to 2 decimal places? A. An arbitrageur could short the forward, long the spot and make a profit of $93.05 on close out. B. An arbitrageur could short the forward, long the spot and make a profit of $40.96 on close out. C. An arbitrageur could short the forward, long the spot and make a profit of $41.42 on close out. D. An arbitrageur could short the forward, long the spot and make a profit of $39.31 on close out. E. None of the above