Consider a $140-$day forward on a stock that is currently priced at $$68\mathrm{.}17$ and is expected to pay a dividend of $$0\mathrm{.}4$ in $57$ days, $$0\mathrm{.}42$ in $113$ days, and $$0\mathrm{.}47$ in $170$ days. The continuous annual risk$-$free rate is $4\%,$ and the yield curve is flat.

a$.$ Calculate the no$-$arbitrage forward price.

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Round your answer to the nearest cent

b$.$ Calculate the value of the equity forward contract on the stock to the long position after $44$ days, if the value of the stock is $$68.$

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Round your answer to the nearest cent