Consider a long position in a $6-$month forward contract on a $1-$year coupon bond with a $8\%$ quarterly coupon. Assume a face value of $$1$ million. Using the discount factors for August $15,2000$ in Table $5\mathrm{.}9($page $186$ of text$)$ find the forward price. Assume delivery would occur just after the coupon at t$=0\mathrm{.}5$ has been made. Round you answer to the closest dollar. Do not include $ sign or any commas, just the number. Assume that $3-$months have gone by $($i$.$e$.$ it is now November $15,2000).$ What is the value of the original forward contract now? See table $5\mathrm{.}9$ for the Nov. $15$th discount factors. Round your answer to the nearest dollar.

Table $5\mathrm{.}9$

Aug $15,20000$ Nov $15,20000$

Maturity Z$(0,$ T $)$

$0\mathrm{.}250\mathrm{.}98440\mathrm{.}250\mathrm{.}9848$

$0\mathrm{.}500\mathrm{.}96900\mathrm{.}500\mathrm{.}9692$

$0\mathrm{.}750\mathrm{.}95310\mathrm{.}750\mathrm{.}9545$

$1\mathrm{.}000\mathrm{.}93861\mathrm{.}000\mathrm{.}9402$

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