Consider a 9-month forward contract written on a coupon-bearing bond. The current spot price of the bond is $950. This bond will pay $45 coupon after 4 months. 4-month and 9-month continuously compounded borrowing and lending risk free interest rates are 3% and 4% per annum, respectively. What is the correct price of this forward contract at the inception?

Round to at least 4 decimals unless otherwise stated.

All the answers should be numeric. You can only use . for separating decimals, and for negative results. Do not use any other alphanumeric characters, including , for separating thousands or + for positive results