Using the above notation and the no$-$arbitrage opportunity arguments, derive the forward price in the following cases:

$1.$ Non$-$dividend paying stock

$2.$ Dividend paying stock $($$D$)$

$3.$ Stock with a continuously compounded dividend yield $($d$)$

$1$

$4.$ Commodity with storage costs $($$U$)$

$5.$ Commodity with continuous compounded storage costs $($u$)$

$6.$ Foreign Currency that pays a continuously compounded interest rate rf$,$T $.$ In this case, assume that S$0$ and FT are prices of $1$ unit of foreign currency in US dollars

$7.$ Forward rate fT$,$T$+$h