In August, you took a long position on a $6-$month forward contract on a non$-$dividend$-$paying stock when the stock price was $$45$ and the risk$-$free interest rate $($with discrete compounding$)$ is $4\%$ per annum. It is now September, exacly one month later. The current stock price is $$50$ and the interest rate is $6\%.$ Estimate the value of your position now. Assume the forward contracts are priced such that no arbitrage profit making opportunities exist. Use $30/360$ day count.