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0 Round up your calculations to 4 decimal places, unless specied otherwise use compound interest rates! QJ A futures contract on a share, which pays dividend at a continuous rate of 4%, is written when the share has a price of $650, and the continuously compounded risk- free interest rate is 6%. The contract is priced at $660 and expires in 6 months. (a) What should have been the futures price? [5] (b) Demonstrate how you could execute an arbitrage transaction and calculate arbitrage prot. [5] (c) Calculate the annualized return on such a transaction. [5]