Consider a zero-coupon bond that will pay the face value of $1,000 in September 2023. In September 2021, we enter a long position in a forward contract on the zero-coupon bond. The forward will expire one year from now, and the forward price is $980. Suppose that a year later, in September 2022, the term structure turns out to be as follows: Maturity (years) Spot rate (% per annum) (continuous compounding) 5% 2 6% 1 What is the payoff for the long position in the forward