A company enters a forward contract with a bank to sell a stock for K1 at time T1. The spot price of the stock at time T1 proves to be S1(>K1). The company asks the bank if it can roll the contract forward until time T2(>T1) rather than settle at time T1. The bank agrees to do so, if the new contract with a new delivery price K2 has the same value as the original contract at time T1. The risk-free rate is r. What should be K2? [6 points]