Q-707.3. The spot price of commodity, $S(0)$, is currently `$30.00`. For a futures contract on the same commodity, the theoretical futures price assumes the cost of carry (COC) model where this commodity has no storage, income, or convenience such that theoretically$F(0) = S(0)\exp(rT)$under continuous compounding, or under an assumption of annual compound frequency,$F(0)=S(0)*(1+r)^T$. The riskfree rate,$r$, is 1.0$F(0, 0.5), is \`30.40`, then which of the following is the CORRECT arbitrage trade (i.e., trade that exploits the arbitrage opportunity)?