Please Help with clear workings and steps on paper!

(e) Exactly one year ago, you entered into a forward agreement to purchase one unit of a commodity for $F in exactly T years from now. The current price of the commodity in the spot market is $S. The risk-free continuously compounded interest rate in the market is currently r per year. There are no convenience yields or storage costs associated with holding the commodity. Using a replicating portfolio approach, show that the current value of your forward agreement, f, is: f = S-Fe-IT (6 marks)