I needs the solution about iv and v. Thank you.

(a) Consider a six-month forward contract on a unit of stock S that is currently priced at 80. The continuously compounded interest rate is 8% per annuum. i. [4 marks] Give the definitions of an "arbitrage portfolio", of "replicating portfolios", and of the "law of one price". ii. [3 marks] Find the rational price of this contract if no dividends income is expected. iii. [4 marks] Find the rational price of the contract if a dividend payment of 6 is due in two months' time. iv. [6 marks] With the same setting of (iii), suppose that an investor offers you a forward contract on S (long or short) with forward price of F^=75. Assume that you are also allowed to borrow money, invest in a bank account, buy ZCB and buy or short-sell the stock S. Construct an arbitrage. v. [4 marks] Suppose that an investor enters 100 long forward contracts, with the same forward price and the setting from part (iii). Suppose that at expiry date (in 6 months), the value of one asset is 82. Calculate the value of the contracts for the investor at maturity T. Did the investor gain or lose money