Could you please show me how to solve this question?

Consider a market in which there is a guaranteed risk-free way to borrow or lend money at an interest rate of 4% p.a. (assuming continuous compounding). Consider a zero-coupon bond with current price 89 and nominal value 100 maturing in 5 years. Let F denotes the rational price for a forward contract delivering the bond at time T = 5, entered into at time t. Which of the following are correct: Select one or more: O a. limt - Ft = 100 O b. For 108.70. O cIf St is the price of the bond at time t, then Ft = Ste"(5-t) for allt [0,5] O d. The yield of the bond is 3.73% Consider a market in which there is a guaranteed risk-free way to borrow or lend money at an interest rate of 4% p.a. (assuming continuous compounding). Consider a zero-coupon bond with current price 89 and nominal value 100 maturing in 5 years. Let F denotes the rational price for a forward contract delivering the bond at time T = 5, entered into at time t. Which of the following are correct: Select one or more: O a. limt - Ft = 100 O b. For 108.70. O cIf St is the price of the bond at time t, then Ft = Ste"(5-t) for allt [0,5] O d. The yield of the bond is 3.73%