In this hedging question, how did we know to use .80 as the t=3 months forward value?

In the beginning it says at t=0 spot and forward are .87. at T=3 it says spot is .80 with no mention of the forward price. most other hedging questions mention the current forward price to calculate the hedge performance.

Is it because the forward is a three month forward, so we assume forward has converged to spot since the time of calculation in the problem is t=3 months?