If forward price is $$1010,$ fill in the blank for the appropriate arbitrage strategy $($follow the ones done in the lecture video for full credit$)$

Arbitrage strategy now $6$ months $12$ months

$1.$ Question Blank $1$ of $5$

Answer

bond at $$1050$ now

$2.$ Question Blank $2$ of $5$

Answer

PV of coupon payment at $7\%$ for $6$ months

$3.$ Question Blank $3$ of $5$

Answer

PV of coupon payment at $7\mathrm{.}3\%$ for $12$ months

$4.$ Question Blank $4$ of $5$

Answer

coupon payment each period

$5.$ Question Blank $5$ of $5$

Answer

forward contract at $$1010$

$*$Fill out the CF table per your strategy on your own to solve the last question below.

Question at position $3$

$3$