Assume that two zero-coupon bonds maturing in 160 days and in 40 days cost $0.9256 and $0.9734 (assume that the face value of each bond is $1, i.e., all pricing is done as a percentage of the face value). You want to use this information to find a forward price with a delivery date t on a zero-coupon bond with n days to maturity. a) (1 point) You want to find the forward price with delivery in t days from now on a zero- coupon bond with maturing n days from now. For which t and n you can do it based on the information given to you? b) (1 point) Find the forward price

0. All interest rates are annual interest rates with semi-annual compounding. All coupon rates are annual rates paid semi-annually.