CURRENT BOND PRICE $=$ $$1050,$ COUPON payments will be made $$50$ each in $6$ months and $12$ months. If risk free zero rates are $7\%,$ and $7\mathrm{.}3\%,$ for $6$months and $12$ months $,$ respectively; and forward contract delivery period is $12$ months $.$ Questions $1)$ Find the equilibrium forward price $2)$ What is the arbitrage strategy $($in details like the ones done in the lecture video for full credit$)$ if forward price $=10103)$ With the above arbitrage strategy, find the arbitrage profit that you'd earn.