Question 3 1 pts A forward contract entered into at node (n,j) has a zero-coupon bond as the underlying asset. This zero- coupon bond matures at time T +n + 1. If the forward matures at node (n +1,j), then the short side of the contract must sell the zero-coupon bond worth P.;+1(T) for F;"+1(T). buy the zero-coupon bond worth P.;"+1(T) for F.; (T). buy the zero-coupon bond worth P.;"+1(T) for F1+1(T). sell the zero-coupon bond worth P1+1(T) for F;"(T)