Compute the price of a zero-coupon bond (ZCB) that matures at time t=10t = 10

t=10 and that has face value 100.

Compute the price of a forward contract on the same ZCB of the previous question where the forward contract matures at time t=4t = 4

t=4.

Compute the initial price of a futures contract on the same ZCB of the previous two questions. The futures contract has an expiration of t=4t = 4

t=4.