Find the dollar duration of a forward contract with 2-year of maturity. At maturity the forward contract delivers a 1-year to maturity annual-coupon bond with a coupon rate of 3%. You are given the following term structure of spot rates: R(0,1) = 3.3%, R(0,2) = 3.9%, R(0,3) = 4.4%. Assume continuous compounding. do NOT assume parallel shift. Assume $100 face value