5. (10 points) Consider an 8-month forward contract to buy a coupon-bearing bond that will mature in 1 year from today (t = 0). The current market price of the bond is $800. The bond pays a coupon of $30 every 6 months. Assume that the 6-month and 8-month risk-free interest rates (continuously compounded) are 4% and 5% per annum, respectively. Compute today's (at time t = 0) arbitrage-free forward price. 5. (10 points) Consider an 8-month forward contract to buy a coupon-bearing bond that will mature in 1 year from today (t = 0). The current market price of the bond is $800. The bond pays a coupon of $30 every 6 months. Assume that the 6-month and 8-month risk-free interest rates (continuously compounded) are 4% and 5% per annum, respectively. Compute today's (at time t = 0) arbitrage-free forward price