Part C: Long question The current time period is 1 = 0 and assume that the following spot rates are available to you. All rates are for continuous compounding. Spot-rates (continuous compounding) R(0,1) 5% R(0,2) 6% R(0,3) 7% R(0,1) 8% R(0,5) 9% R(0,6) 10% Use the above information to answer questions 13 and 11. Question 13 (20 points) The current price of a two-year forward contract on alwo-year riskfree bond with a face value $1000 is $1010. Assume that this underlying bond pays coupons annually. What must be the current coupon rate of this underlying bond such that there is no arbitrage in the market? You must show all your work in order to receive the full mark. Type here to search O BI peru ( 24F Clear () ENG 6:32 AM 3/13/2022