The prices of a call option ($c) and put option ($p) on the same underlying asset with current price $S₀, strike price $K, and maturity T years, and interest rate R_F are equal (C = P). There is also a forward contract available on the same underlying asset, with a forward price equal to $F.

1. If there is no arbitrage what should be the price of the forward contract ($F) in terms of the known numbers / prices? (S₀, K, T, R_F, C, P)

2. Please show how you reached the above conclusion.