please solve the numbered blanks 16,17,18,19,20,21

pls solve the blanks

A forward contract matures in 8 months underlying asset is coupon-bearing bond, the spot price of the bond is $1010, coupon payment of $55 in 3 months. The annual interest rate is 4.6% with continuous compounding. The forward price should be $ (16) Assuming forward price is quaoted at $970, our arbitrage strategy should be to enter into __(17)_(long/short) contract on forward, and (18) _(buy/short) the bond and (19) (save/borrow) $ (20) for 8 months. In 8 months, our profit will be $ (21)