Question $-5$: $-$ A security is currently trading at $$96.$ It will pay a coupon of $55$ in six months. No other payouts are expected in the next six months.$($a$)$ If the term structure is at $11\%,$ Assess what should the be forward price on the security for delivery in six months?$($b$)$ If the actual forward price is $$91,$ explain and justify how an arbitrage may be createdAnswer this in table