The problem is that the text is inside a <p> which is inside the <a>. So the font-family style for the <p> is being used instead of that of the <a>. <p>s are not allowed inside <a> elements.
The W3C Markup Validator is great for finding problems like this:
http://validator.w3.org/P.S. Is there a particular reason why you are using an MS Office app to generate part of your page?