(4 points) Consider a 6-month long forward contract on a stock. The current stock price is $180. The stock will pay a dividend of $0.51/share in 1 month and another $0.51/share in 4 months. The risk free interest rate is 1.6% per year for all maturities (continuous compounding). What should be the delivery price of the forward for it to be zero cost? What's the value of the forward when stock price goes to $160 in 2 months? Assume that the risk free interest rate stays the same