Investor takes a long position in a six-month forward contract on a stock and the stock price is 50$ and pays a dividend of 3 in three months. The interest rate is constant 10% per annum, continuously compounding. Markets are arbitrage free. Suppose that the stock price becomes 45 in 4 months and the investor decides to close out the long position at that time by entering new forward contract. What are the cash flows in four and six months?