You work for a private bank of Chase, providing sophisticated investment products to customers with high net-worths. One of your clients wants a 5 year forward contract to buy 10 "barrel6723 10 Y bonds. The "barrel6723 10Y " bond provides a 2% annual coupon paid semi-annually on a principal of $100000. The first coupon payment is expected in exactly 3 months, and the current price of the bond is $90395. Using the risk free (all rates per annum with continuous compounding) interest rate information provided in the table below answer the following questions: a. Obtain the forward price of one contract b. What is the value of the contract c. Are there any arbitrage opportunities if the market forward price is 99000 ? If so, show all the transactions needed to make this arbitrage opportunity. (You MUST show all the cash flows in the transactions)