Six months ago an investor opened a long position on the $12-$month forward contract on a non$-$dividend paying stock index that was then worth $3000.$ The same asset is now worth $2900.$ Now the term structure of the short interest rates is exactly like indicated by the forward rates six months ago. The $3-$month spot rate was then $3\%$ p$.$a$.,$ whereas the corresponding spot rates for the maturities of $6,9$ and $12$ months were $4\%,5\%$ and $6\%($all p$.$a$.),$ respectively. What is the value of the forward contract for the investor now?