Question on Asset Pricing.

Can someone help me with the answer to this question please :

Consider financial model on exchange rates. Assume that spot exchange rate S0 = 4, domestic annualized monthly rate r = 12% and foreign annualized monthly rate q = 24%. Denote by F(n,m) the forward exchange rate computed at month n for delivery at month m, n < m. Compute the arbitrage-free price of the derivative security, which pays at month N = 12 the amount F(N/2,N) − F(0,N) = F(6, 12) − F(0, 12).