In order to hedge against a potential price increase over the next three months, the portfolio manager decides to take a long position on a three month forward contract on the price-only stock index. Risk free rate is 8%. At t=0 the index is at 900. Contract multiplier is $100. Assume that the contract was signed at the No arbitrage forward price at t=0, what is the value of the contract in two months, at which time the index value is 950?