3. Forwards, Dollar Duration, and Risk Management - 10 points Assume you wish to take a long position in a forward contract with a 2 year maturity. However, this forward contract is not for delivery of a zero-coupon bond on the ma- turity of the forward contract. On the maturity of the forward contract, this forward contract delivers a four-year coupon bond with annual coupon payments of $80.00 and a face value of $1000.00. The current annualized forward rates with continuous compounding are the following: 070,1 = 4% or 1,2 = 5% or 2,3 = 8% or 3,4 = 10% or 45 = 12% or 5, = 11%