Hi I'm stuck at this question :. Suppose that on January 1 you entered into a long position in a forward contract that matures one year later. When you entered the forward contract, the forward price was $198, and the continuously compounded interest rate was 10% per annum for all maturities. Nine months have now passed and the spot price is now $150. Interest rates are the same. What is the value of your forward contract today? I've tried using the Ae^RN formula for continuous compounding and converted it to forward contracts like this So^RN=Fo where So is the price paid for it I think, and that is the unkown here that I should calculate?