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Stock XYZ pays dividends of $2 every three months, namely at T = 2/12, T, = 5/12, T3 = 8/12,.... Consider a forward contract on XYZ with maturity T = 9/12, i.e 9 months. If So = 200, F = 200 and r = 0.04 continuously compounded, construct an arbitrage strategy to exploit the mispriced forward. Stock XYZ pays dividends of $2 every three months, namely at T = 2/12, T, = 5/12, T3 = 8/12,.... Consider a forward contract on XYZ with maturity T = 9/12, i.e 9 months. If So = 200, F = 200 and r = 0.04 continuously compounded, construct an arbitrage strategy to exploit the mispriced forward