1 point) Consider a forward contract on a commodity with a current price of $1450 and delivery time in 5 months. Assume that the risk-free rate of interest is 4.5% compounded monthly and there is no carrying cost. a) Find the forward price of the commodity for delivery in 5 months: $ The forward price (for the same delivery date) at time 4 months is $ c)Using the results obtained in parts (a) and (b), find the no-arbitrage value of the long forward contract at time 4 months: d) Using the results of (a) and (b), find the no-arbitrage value of the short forward contract at time 4 months: Note: Round any dollar values to the closest cent at every intermediate step