Suppose you enter into a 9-month long forward contract on a non-dividend-paying stock when the stock price is S₀ = $125 and the risk-free rate is 2.0% per annum with continuous compounding. (a) What are the forward price (F₀) and the initial value of the forward contract? (b) Three months later, the price of the stock (S₀) is $112, and the risk-free remains 2.0%. What are the forward price (F₀) and the value of the forward contract? (c) Another month later (4 months from today), the risk-free rate increases to 2.25% while the stock price stays $112. What are the forward price and the value now? (d) Suppose now that another month later (5 months from today) the risk-free rate stays 2.25%, but the stock price goes up to $130. How much could you sell your forward contract for?