We have learned that the current value of a forward contract is V = SKer(Tt)), where S is the current spot price of a financial asset that pays no yield ( y = 0), K is the delivery price, and T is the time to maturity. We have also learned that the delta of a forward contract is = 1. Since the delta of such forward is independent of the spot price, the gamma of the forward is = 0. However, the forward price depends on the time to maturity, so its theta is ? = rKer(Tt) (some geek who knows calculus gives us this formula of theta). If a bank buys and sells the forward contract at the value V as calculated in the above formula, is there a way to trade (in any way you like) the forward, the underlying financial asset, and the risk-free bond to generate arbitrage profit? Justify your answer.