Could you please solve this question? Thank you.

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 Fi 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: a. limt- +-5 Ft = 100. b. Fo ~ 108.70. c. If St is the price of the bond at time t, then F = Ster(5-t) for all t e 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 Fi 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: a. limt- +-5 Ft = 100. b. Fo ~ 108.70. c. If St is the price of the bond at time t, then F = Ster(5-t) for all t e 0,5 O d. The yield of the bond is 3.73%