Consider a forward contract on a commodity with a current price of $2000 and delivery time in 10 months. Assume that the risk-free rate of interest is 6.5% compounded monthly and there is no carrying cost. a) Find the forward price of the commodity for delivery in 10 months: $ . b) Suppose that at time 8 months the interest rate decreased by 1% and the commodity price increased by $150. The forward price (for the same delivery date) at time 8 months is $ . c) Using the results obtained in parts (a) and (b), find the no-arbitrage value of the long forward contract at time 8 months: $ d) Using the results of (a) and (b), find the no-arbitrage value of the short forward contract at time 8 months: $ Note: Round any dollar values to the closest cent at every intermediate step.