Let T_0, ...., T_n be a sequence of times with T_i+1 - T_i = alpha for all i, where alpha is positive constant. A floating rate bond with notional 1, start date T_0 and maturity T_n is an asset that pays 1 at T_n and coupon payments alpha L_T_i [T_i, T_i + alpha] at times T_i+1 for i = 0, 1, ..., n - 1. (a)Express the value at t lessthanorequalto T_0 of a coupon payment alpha L_T_i [T_i, T_i + alpha] at T_i+1 as the difference of two ZCB prices. (b)Express the value at t lessthanorequalto To of the floating rate bond as the price of a ZCB. (c)Using a replication argument, find the forward price F(t, T) for the floating rate bond when t