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Please help will upvote immediately. We sell a 2-year bond with annual coupon rate 7%, a year from now. We sold it to someone and

Please help will upvote immediately.

We sell a 2-year bond with annual coupon rate 7%, a year from now. We sold it to someone and they receive the first coupon 2 years from now after paying for it 1 year from today. The face value of the bond is $100.

Question 1: What is the forward price for this contract?

Question 2: Assume that the bond's forward price must be $101.5 in order for the person to receive it. What is the NPV of this transaction as of today?

Question 3: What is the time-0 expectation of the price of the ABC bond to be delivered at time 1

Spot rates are 2.6% for maturity 1-Year

Spot rates are 4% for maturity 2-Year

Spot rates are 4.9% for maturity 3-Year

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