I need help with this question, please.

Problem 2. You want to buy a forward start option on a stock index S which, on the forward start date 9 months from today, will give you one 6-month to expiration call option with strike price equal to 95% of the price of the underlying on the forward start date (tie. the six month call option is issued with the strike price equal to 095 X 80,75). You are given that that S = 100, a = 0.26, r = 0.05, 6 = 0.02. We may assume that the values for r, a and 6 remain the same over the next 9 months. (1) [7 points] Compute the price of the forward start option at time 0. (2) [3 points] If you are the market maker that writes this forward start option how would you hedge your position