An expiring 12 month long forward contract to purchase a coupon-bearing bond

Bond has current cost of $1000

First 3 months has 40 dollar coupon payment

Next 6 months has 50 dollar coupon payment

Risk free rate per annum = 5% continuous compounding for all maturities

Calculate forward price theoretically

Does an arbitrage chance show itself if the real forward price is $900. If it does show how can this create the arbitrage profit with each step and calculate the arbitrage profit.