13. A forward contract to buy a coupon bearing bond is priced at USD 910 and matures in 1 year. The underlying is a bond, with a USD 1,000 par value and a 6% annual coupon, which matures in 18 months. The bond is currently priced at USD 950. Coupons are paid semi-annually and the next coupon payment is in 6 months. Assuming the risk-free rates in the table below, is the forward contract mispriced and, if so, what is the correct price? Term Risk-free Rate b-month 13.0% 12-month 14.0% 18-month $.0% A. Yes, the forward price should be USD 857. B. Yes, the forward price should be USD 899. C. Yes, the forward price should be USD 928. D. No, the forward price is correct at USD 910