An investor purchase a newly issued bond with maturity of 10 years 200 days ago. The bond carries a coupon rate of 8 percent paid semiannually and has a face value of $1000. The price of the bond with accrued interest is currently $1,146.92. The investor plans to sell the bond 365 days from now. Coupon payments over the first two years of the life of the bond were scheduled 181, 365, 547, 730 days since the time of purchase. The investor is considering entering a forward contract to hedge the risk of falling bond prices. Assuming a risk-free rate of 6 percent what should the forward price be?