Consider a long position in a forward f$1$ on an underlying St with a strike K$1$ and maturity at T $$ t$.$ Now take a short position of a forward f$2$ with the same characteristics as f$1$ but with a strike K$2$ where K$2>$ K$1.$ Demonstrate $($giving the corresponding strategy$)$ that this forward portfolio is equivalent to buying a bond with a nominal value of N $=$ K$2$ K$1.$