To find the 4-year forward price ($F_0$) of an investment asset that provides known income, we use the formula: $F_0 = (S_0 - I) \times (1 + r)^T$ (assuming discrete compounding, standard for bonds matching options).

First, calculate the Present Value (I) of the expected coupons discounted at the risk-free rate of 5%: $I = \frac{8}{1.05} + \frac{8}{(1.05)^2} + \frac{8}{(1.05)^3}$ $I = 7.6190 + 7.2562 + 6.9107 = 21.7859$

Now, substitute $I$, $S_0$ (90), $r$ (0.05), and $T$ (4) into the forward price formula: $F_0 = (90 - 21.7859) \times (1.05)^4$ $F_0 = 68.2141 \times 1.215506 = 82.914$

The calculated forward price is USD 82.91, making Option A the correct answer.