please solve the blanks numbered 11,12,13,14,15

please solve the blanks

The current crude oil price is USD 51 per barrel. The annual interest rate in US is 26%, continuous compounding And we have 1 million barrels of crude oil for trading in the futures market 6-month storage cost is USD 3 12 per barrel payable at the beginning of the storage. The 6-month futures price of crude oil should be $ (11) If 6 month futures price is quoted at USD 56 per barrel, the arbitrage strategy should be take a (12) (long/short) futures for 1 million barrel (save/borrow) (14) million. One year later, arbitrage profit should be s (15) million (13)