Please calculate the no$-$arbitrage forward price for a dividend paying stock $($different from the question we discussed in the lecture$).$ Decide on the current stock price, risk$-$free rate, dividend payments, dividend payment times, and maturity of the forward contract. Discuss your possible transactions if the price of the forward contract is below$/$above the no$-$arbitrage forward price. Please provide unique answer not copied from other chegg answers.