Equity Forward Pricing Calculation

Consider a stock currently trading at $100. An investor enters into a one-year forward contract to buy the stock at a forward price determined based on the risk-free rate of 5% (compounded continuously). Assume that no dividends are paid during the course of the contract.

The forward price (F) can be calculated using the formula: F = S0 * e^(rT), where S0 is the current stock price, r is the risk-free rate, and T is the time to maturity in years.

What is the forward price of the stock at the end of the one-year contract?