Suppose that the risk-free interest rate term structure is flat 8% per annum with continuous compounding and that the dividend yield on a stock index is 1% per annum. The index is standing at 60,000, and the futures price for a contract deliverable in nine months is 62,000. Required: a) Today, what is the theoretical future price "F"? b) Today, what arbitrage opportunities does this create? Explain actions to carry it out and calculate the profit c) Today, we enter into the future contract deliverable in nine months for an amount of 62,000 and after 3 months, we know that index trades at 54,000 (interest rate and dividend yield are still the same as three months ago).What is the value "f" of the contract for a long position