Consider a coupon bond with coupon payment=4.25, M=100, and n=2. Suppose 1 = 4% and 2 = 4.24%. Consider a forward contract for the delivery of the coupon bond in one period from today. Calculate the forward price using the following two approaches: 1) use the forward rate to price the forward contract; 2) use the cost of carry approach: spot-forward parity adjusted for the coupons.