Suppose the current time is t = 0 and the continuously compounded forward rate for the period [1, 2] is given by Consider the following two securities: a 2 year zero coupon bond (2YZ) which pays $1000 at time 2 and has a current price $869.36. a 3 year annuity (3YA) which pays $1000 at times 1, 2, and 3 and has a current price $2, 604.94. f1,2 = 7.5% Consider a (long) forward (FOR) contract initiated at time 0 for the delivery at time 2 at a price F of a claim which pays $2, 000 at time 3. What is the delivery price F set at time 0?

A.1837

B.2000

C.1745

D.1923