The spot price of gold is $400/oz. The 1-year, 2-year, and 3-year gold forward prices are $410/oz, $434/oz, and $455/oz, respectively. Interest rates are r(0, 1) = 5.5%, r(0, 2) = 6.0%, r(0, 3) = 6.25%. What is the annual coupon of the 3-year gold-linked note that sells at par? This note pays the cash coupon at the end of each year. (Use the continuous compounding.) 3 (a) $5.41 (b) $6.73 (c) $7.43 (d) $8.56