(A bond forward contract) You and your colleague Victor work for a fictitious investment bank called Stuart and Partners. You and Victor are tacking the following problem: Consider a 4-month forward contract to buy a risk-free zero-coupon bond that will mature 1 year from today. The face value of the bond is $1,000, and the current bond price is $930. Assume that the 4-month risk-free interest rate is 6% per annum continuously compounded. Then, the forward price is given by: F0=930e0.064/12 Your colleague Victor claims that 0.06 in e0.064/12 is wrong, because the interest rate should be ln(1000/930)=7.26% continuously compounded where 1000 in ln(1000/930) is the face value and 930 in ln(1000/930) is the price of the bond maturing 1 year. Do you agree with Victor? If so, why? If not, why not