There is a coupon bond with a nominal value of $$15000$ traded at the Russian stock exchange. The maturity date is June, $30.$ The coupons are paid quarterly at the last day of each quarter at a floating rate LIBOR $+1\mathrm{.}5\%.$

On January, $1$ the exchange rate for $1$USD is $89\mathrm{.}15$RUR, the LIBOR rate is $3\mathrm{.}0\%.$ Due to forecasts, at a $6$ months perspective dollar will depreciate to rouble at $0\mathrm{.}05$ roubles per month, while LIBOR rate will be stable.

On April, $1$ the annual rate of LIBOR increased to $4\mathrm{.}0\%,$ the exchange rate for $1$USD is $89\mathrm{.}20$RUR. Due to forecasts, at a $3$ months perspective rouble will depreciate to dollar at $0\mathrm{.}10$ roubles per month, while LIBOR rate will grow at $0\mathrm{.}2$ per cent point per month.

The required annual rate of return of the investor is $11\%.$

Determine the bond quote for January, $1$ and April, $1.$ Determine the financial outcome of the Russian investor $($i$.$e$.$ financial outcome in rubles$)$ that bought the bond on January, $1$ and sold it on April, $1.$