Forwards on Bonds

Paper 2 AM, derivatives section. Calculated the price of a forward = (S - PVC)*(1+RF) and next question they valued the forward. In both cases they used the dirty price, but on valuing the forward the dirty price coincidently equalled the clean price. The forward expires mid way through the coupon period. I dont get why the value of the forward isn’t calculated as = S*(1+Rf) - FVC + accrued interest (dirty price) Because both the coupon and the accrued interest go the seller. The answer I think lies somewhere in the arbitrage condition, if anyone could help it would be appreciated. Thanks in advance, Kerry.