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You have entered into a forward contract with the following parameters: Bond: 5 year, zero coupon bond Issuance: Will be issued in 1 year Face

You have entered into a forward contract with the following parameters:
Bond: 5 year, zero coupon bond
Issuance: Will be issued in 1 year
Face Value: $1000
1 year spot rate: 3 pct.
10 year spot rate: 6 pct.

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