Forward Price Calculation for Corporate Bond

In the context of fixed income forwards, consider a scenario where you are evaluating a 1-year forward contract on a corporate bond with a face value of $1,000 and an annual coupon rate of 5%. The current yield to maturity (YTM) for this bond is 3%. The forward price (F) for the bond can be computed using the formula:

F = C * (1 + r)^T + PV(FV, r, T)

where C is the annual coupon payment, r is the yield to maturity, T is the time to maturity in years, and FV is the face value of the bond.

What is the forward price of the bond at the end of the year?