Today is period $0,$ and the length between the periods is one year. In the fixed$-$income securities market you observe the following four securities$.$

Security A: It is a four$-$year regular coupon bond with an annual coupon payments of $$70\mathrm{.}00$ and a face value of $$1,000\mathrm{.}00.$ The next coupon payment is one year from now. Security A can be bought or issued at a price of $$992\mathrm{.}42$ per bond.

Security B: It is a forward contract $($forward bond$).$ The contract matures on period $2,$ and the forward price is $X$.$ The security underlying the forward contract matures on period $4$ with a face value of $$3,000\mathrm{.}00.$ You may go short $($sell$)$ or long $($buy$)$ on this contract.

Security C: It is an annuity. It pays $$1\mathrm{.}00$ on periods $1,2,3,$ and $4.$ It can be bought or issued at a price of $$3\mathrm{.}381$ per one annuity.

Security D: It is a zero$-$coupon bond. It matures in period $2,$ and it has a face value of $$1,000\mathrm{.}00.$ It can be bought or issued at a price of $$878\mathrm{.}10$ per bond.

As per the no$-$arbitrage principle, what is the current value of forward price of Security B$?$ In other words, what is the value X$?$

$($Round$-$off to at least four decimal places.$)$