The 2nd picture is the outline of the class to give you more of a general idea.

2 Forward prices Problem 2.1 (2 points) Consider a forward contract set up at time t with maturity at T on a non-dividend paying stock S. A zero-coupon of maturity at T can be traded on the market. It can be sold for Zt, T) or bought for 26(t, T) where Z() (t, T)