(2) Consider a forward contract for an asset that does not have any cashflows associated with holding it over the contract period [0,T]. Denote the asset's price at time t by S. The contract's forward price was determined using no- arbitrage pricing, assuming a level risk-free effective interest rate i, so that the forward price is K = So(1 + i)". Show that the no-arbitrage value of the contract to the buyer at time t, where 0