3. A one-year Treasury strip has a price of $97.50 and par value of $100. A two-year Treasury strip has a price of $94.50 and par value of $100. Show the combination of Treasury strips that would allow you to create a long forward position in which the cash flows at time zero are 0, the purchase price at time 1 is F, and the cash inflow at time 2 is $100. What is the value of F?