The spot price of a share is $$100,$ the risk$-$free rate is $4\%,$ and the present value of the dividends to be paid on the share over the next $6$ months is $$5.$ The price of a forward on the share that expires in $6$ months' time is closest to:

$$96\mathrm{.}88.$

$$102\mathrm{.}96.$

$$107\mathrm{.}08.$