33. Consider an equity index futures contract that has a duration of 15 months and is priced at USD 3,759.52. The corresponding underlying equity index is valued at USD 3,625 and offers a continuously-compounded dividend yield of 2% per year. Additionally, the continuously compounded risk-free interest rate is 5% per annum. Assuming there are no transaction costs involved, identify a strategy that would allow you to exploit any potential arbitrage opportunities in this scenario.