You enter into a forward contract to buy a 10-year, zero-coupon bond that will be issued in one year. The face value of the bond is $1,000, and the 1-year and 11 -year spot interest rates are 5.6 percent and 7.6 percent, respectively. (Do not round intermediate calculations. Round the final answers to 2 decimal places. Omit $ sign in your response. a. What is the forward price of your contract? Forward price $ b. Suppose both the 1-year and 11-year spot rates unexpectedly shift downward by 3.0 percent. What is the new price of the forward contract? New forward price