Bounds of forward contract price between which arbitrage is not profitable.

Suppose that the stock and forward contract have bid and ask prices of $S^b < S^a$ and $F^b < F^a$ , a trader incurs a transaction cost K in the stock or forward contract, and interest rate for borrowing and lending (compounded continuously)are $r^b > r^l$ . We also assume that there are no transaction cost at time T, with the forward settled by delivery of the stock.

Now if at time 0, $S^b=100$ currency unit. and $S^a=102$ currency unit. Transaction cost is 0.1% in the stock and forward contract. Borrowing interest rate is 8% p.a.and lending interest rate is 7% p.a.

What will be upper bound $F^+$ of $F_{0,T}$ above which arbitrage is profitable, and what will be lower bound $F^-$ of $F_{0,T}$ below which arbitrage is profitable? (Assume Forward contract maturity= 1 year).