A 1-year long forward contract on a non-dividend-paying stock is entered into when the stock price is $3,200 and the risk-free rate of interest is 2% per annum with continuous compounding. What are the forward price and the initial value of the forward contract? Six months later, the price of the stock is $3,250 and the risk-free interest rate is still 2%. What is the forward price? What is the value of the forward contract that started 6 month earlier?