Six months ago, a stock was expected to pay a dividend of $0.70 per share in two months, in five months and in eight months. The stock price was $30, and the risk-free rate of interest was 9% per annum with continuous compounding for all maturities. You had taken a short position in a ten-month forward contract on the stock. Today, the price of the stock has become $31 and the risk-free rate of interest is still 9% per annum. What is the value your position?