Solve the following questions, a. Consider a six- month forward contract to buy a zero-coupon bond that will mature one year from today. The current price of the bond is Rs. 1000. Assume that the rate of interest (continuously compounded) is 8% per annum. Find the forward price. (5 marks) b. Consider a 10- month forward contract on ABC Ltd. stock with a price of Rs.100. Assume that the risk-free rate of interest (continuously compounded) is 10% per annum for all maturities. Also assume that dividends of 2 rupees per share are expected after three months, six months, and nine months. Find forward price of the contract. (10 marks)