A forward contract with a long position on a non$-$dividend paying stock was entered into some time ago. There are currently six months to maturity. The risk$-$free interest rate $($with continuous compounding$)$ is $9\%$ per annum, the share price today is USD $65$ and the delivery price is USD $63.$ a$)$ By definition: what should have been the value of the contract when it was entered into $(5$ points$)?$ b$)$ What is the forward price at the end of the contract term $(5$ points$)?$ c$)$ What is the value of the forward contract today $(5$ points$)?$ d$)$ If at the end of the term of the forward contract the price of the share was $68$ USD, what would be