2 A six-year bond with coupon rate 8% and face value $1,000 is selling today for $910. It pays coupons in semi-annual installments with the next coupon payment exactly six months from today and the one after that in exactly one year. You purchased earlier a forward contract on that bond with de- livery date one year from today (right after that second coupon payment) and a forward price of $930. The 6-month and 1-year interest rates are 6% and 7%, respectively, and we compound continuously. What is the value today of the forward contract you own? 2 A six-year bond with coupon rate 8% and face value $1,000 is selling today for $910. It pays coupons in semi-annual installments with the next coupon payment exactly six months from today and the one after that in exactly one year. You purchased earlier a forward contract on that bond with de- livery date one year from today (right after that second coupon payment) and a forward price of $930. The 6-month and 1-year interest rates are 6% and 7%, respectively, and we compound continuously. What is the value today of the forward contract you own