Suppose \(F(S, t)\) is the forward price of a commodity with no storage cost and governed by \(\mathrm{d} S(t)=\mu \mathrm{d} t+\sigma \mathrm{d} z\) and terminating at time \(T\). What is the process for \(F\) ? (Give the process in terms of \(F\), not \(S\).)