Based on the following (zero-coupon) yield curve, what would be the forward price of 5-year Treasury note with 4% coupon rate and $1,000 par value, which is to be delivered two year from now? (Coupons are paid annually.) Based on the following (zero-coupon) yield curve, what would be the forward price of 5-year Treasury note with 4% coupon rate and $1,000 par value, which is to be delivered two year from now? (Coupons are paid annually.)