Company A will pay no dividends for the next $10$ years. One common share of company A currently trades for S$0=55$ euros per share. A $6\mathrm{.}3-$year maturity government zero$-$coupon bond with face value $100$ currently trades for B$0=64\mathrm{.}1$ euros per bond. What is the no$-$arbitrage delivery price of a $6\mathrm{.}3-$year forward for $100$ shares of company A$?$