Hello, could you please provide A CLEAR step by step explanation to approach problems like the below?

A corporate bond with a face value of 100 US dollars currently trades at97 USD

. It has two

remaining coupon payments of 2.5USD in two months and 2.5USD in five months. The annualised USD LIBOR rates for one and four months are 4.5% and 4.75%, respectively.If the six-month USD LIBOR is 4.8% per annum, what is the six-month forward price of the bond?

a)

93.28US dollars

b)

94.28US dollars

c)

95.28US dollars

d)

96.28US dollar