s there an arbitrage opportunity? If so, please describe in detail how the trader could make a profit. Consider a long forward contract to purchase a coupon-bearing bond whose current price is $800. The contract matures in 6-months. There is a $20 coupon payment in 3 months. The four month risk free rate is 3% and the 6-month rate is 5%. The forward price is $850. a A) $50.10 B) $- O c) $50.00 D) $20.00