A coupon $-$ paying government bond B with a face $($par$)$ value of $876$ euros makes annual coupon payments at the end of each year and has a coupon rate of $2\mathrm{.}8$ percent per year. The price today of this bond is $876$ euros. The risk $-$ free yield curve is flat. The first coupon of this bond will be paid in exactly $1$ year from now and in the morning. You consider a forward contract that delivers one bond B in exactly $1$ year from now in the afternoon, i$.$e$.$ right after the first coupon has been paid out to bondholders. What must be the no arbitrage delivery $($forward$)$ price in this forward contract initiated today?