Calculate the price of a 250-day forward on a 7% US Treasury Bond (i.e., semiannual) with a full price of $1,050 that has just paid a coupon and will make another coupon payment in 182 days.  The annual risk free rate is 6%.

My answer:

FV[$1050 - PV(Coupon)] - Accrued Interest (i.e., since the previous coupon that is 68 days prior to the futures expiration date).

Correct answer:

FV[$1050 - PV(Coupon)]


Why does the futures price of a bond not consider the accrued interest at futures expiration date as a benefit that must be deducted?