You are an analyst working for a bank and are required to provide a delivery price for a 15 month forward on a 5-year bond providing 14% annual coupons paid semi-annually on a principal of 100. The next coupon payment is expected in exactly 6 months. The current price of the bond is 138. The 15-month zero rate is 6.2% per annum with annual compounding. The 12-month to 15-month forward rate is 7% per annum with continuous compounding. You have just obtained the delivery price for a 6 month forward on a non-dividend paying stock where the spot price of the stock is 133 and the delivery price is 136. Hints: use the bootstrap method