Consider a long forward contract to purchase a coupon-bearing bond whose current price is GH 900. Suppose that the forward contract matures in 9 months and that a coupon payment of GH 40 is expected after 4 months. Suppose moreover that the 4-month and 9-month risk free interest rates (continuously compounded) are, respectively, 3% and 4% per annum. What is the fair forward price F ?