Question :

Calculate the price of a 250 day forward contract on a 7% US treasury bond with a spot price of 1050 ( including accrued interest) that has just paid a coupon and will make another coupon payment in 182 days. Rf = 6%

Solution:

they reduce the spot price by the present value of the dividend [1050 - 35/((1.06)^180/365)] and then load this amount up by risk free interest for 250 days.

why isnt the accrued interest that will be generated for 182-250 days period accounted for. I think the forward should be priced more than this to account for that period since we will be getting coupon ealier on.