Please solve for A, B, and C.

Please explain your reasoning.

Please show your work.

Consider a 6-month forward contract on a non-dividend-paying stock. The current stock price is $80 and the 6-month (continuously-compounded) risk-free interest rate is 4% per annum. a) Calculate the theoretical fi.e., no-arbitrage) forward price. b) Now, assume that the actual forward price is $75. Identify the arbitrage strategy in terms of all the positions taken. In other words, identify the various long and short positions you will take to earn arbitrage profits. c)For your arbitrage strategy in portb), show all of the cash flows for payoffs) today and in 6 months (from now) for each of the positions taken. What is the arbitrage profit? Organize your cash flows (or payoffs) in a table format