Consider a long forward contract to buy a couponbearing bond whose current price is $1, 000. Bond pays coupon of $50 in 1 month and expires in one year while the forward contract matures in half a year. Suppose the annual riskfree continuously compounded rates for 1 month and 6 months are 3% and 4%, respectively. Find a fair forward price. Suppose that the market forward price is $990.00. Find an arbitrage strategy.