Please show the detailed calculation and the formula you use, thank you.

Assume you currently own Scissors Inc. stock worth $150 and plan to hold this stock for 300 days.

a. Suppose you use forward contracts to hedge your position and take a desired position in a forward contract that expires in 300 days. The risk-free rate is 5 percent and the yield curve is flat. The stock will pay a dividend of $1 in 30, 120 and 240 days. What is the price of this forward contract today? Use 365 days for a year.

b. After 100 days, the stock price is $125. What is the value of the forward contract at this point?

c. At expiration, the price of the stock is 135. What is the value of the forward contract at this point?