Please explain where 5/6 comes from and how to use formula. Thank you

4. The S&P 500 index has a dividend yield of 3. 5 percent. Suppose you enter into a 10.0 month forward contract to buy S&P 500 index. The current value of the index equals S0 and the risk-free interest rate is 9.0 percent continuously compounded. What is the forward price? Solution a. The underlying is an investment asset that pays a dividend yield q-3.5 b. The dividend yield reduces the carry interest cost 9.0 by 3. 5 c. Therefore, F Sel11expo.055x163