Based on the above forward rates, determine the appropriate price that the long position should pay for this four-year coupon bearing bond. As in all forward contracts, the delivery price will not be paid by the long party until the maturity date of the forward contract. (b) What is the dollar duration for this particular forward contract which delivers a coupon bearing bond? (c) Now assume you have a balance sheet that contains only a single security. This single security is a six-year zero with face value of $4050.75. The balance sheet has no liabilities. Without selling this six-year zero, how many forward contracts would you go long or short to obtain a delta of zero for your net equity. (You are to use the forward contract which delivers the four-year conpon bearing bond).