2. The current price of a coupon-bearing bond is $95. A coupon payment of $3 is expected after 3 months. The 3-month and 6-month risk-free interest rates are 2% and 3% per annum (cont.comp.), respectively. (a) What is the 6-month forward price of the bond? (b) What arbitrage opportunities are possible if the forward price on the market is $93? Describe the arbitrage strategy and determine the possible profit