A N$1000 face value bond pays an 8 percent semiannual coupon. The annual yield is 4.75 percent. The bond has 5 years remaining until maturity, and its price is N$1148.80. Consider a futures contract calling for delivery of this bond only. The contract expires in 14 months. The risk- free rate is 3.75 percent. Compute the appropriate futures price. A. N$ 1,016.97 B. N$ 1.11697 C. N$ 1,116.97 D. N$ 1,076.97 E. N$ 1.07697