Question 11 (1 point) {Continued} SO=$2500, T=3 months, rf=2%, d=3%. Futures' market price is F=$2495. To implement the arbitrage, you trade one future. How much of the spot do you buy? Pick closest number O $1000 $2500 $2490 O $2505 Question 12 (1 point) {Continued} S0=$2500, T=3 months, rf=2%, d=3%. Futures' market price is F=$2495. To implement the arbitrage, you trade one future. How much money do you borrow? Pick closest number O $2500 $2495 O $2505 $2490 Question 11 (1 point) {Continued} SO=$2500, T=3 months, rf=2%, d=3%. Futures' market price is F=$2495. To implement the arbitrage, you trade one future. How much of the spot do you buy? Pick closest number O $1000 $2500 $2490 O $2505 Question 12 (1 point) {Continued} S0=$2500, T=3 months, rf=2%, d=3%. Futures' market price is F=$2495. To implement the arbitrage, you trade one future. How much money do you borrow? Pick closest number O $2500 $2495 O $2505 $2490