Question: need help with this please. CURRENT BOND PRICE = $1050, COUPON payments will be made $50 each in 6 months and 12 months. If risk

need help with this please.

CURRENT BOND PRICE = $1050, COUPON payments will be made $50 each in 6 months and 12 months. If risk free zero rates are 7%, 7.3%, and 7.5%, for 6months and 12 months, respectively and forward contract delivery period is 12 months 1) what is the equilibrium forward price 2) what is the arbitrage strategy (in details) if forward price = $1010 3) How much of arbitrage profit do you earn

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