2. Consider a 4-month forward contract to buy a zero-coupon bond that will mature 1 year from today. The current price of the bond is $930. We assume that the 4-month risk-free rate of interest (continuously compounded) is 6% per annum. Assume short selling is not allowed. a) Calculate the forward price of the bond (2 Marks) b) Are there any arbitrage opportunities if the forward price is $930 ? If there are any arbitrage opportunities, calculate the arbitrage profit