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thank you. So the arbitrage is the value of contract?

but i may have another question. in the first step, why it is f = (F0 - K)*exp(-rT), instead of f = (F0 - K)*exp(-rT+qT), or saying, why we don't discount dividend to get the value of current value?

Your explanation is as crystal clear, thank you！

Can anyone help with it please~~

As this question shown as example of value of a stock index forward contract: Question: The price a 6-month forward contract for which the underlying asset is a stock index with a value of 1,000 and a continuous dividend yield of 1%. Compute the value of a long position of the index increase to...