Delivery Price of a Forward Contract

Hi all,

I am beginning a new module on Monday which looks how Mathematics is used in the financial world. We have been asked to do some reading and answer the following question, which I am struggling to get my head around:

*A trader wishes to sell US Dollars in 6 months time in exchange for Sterling. After considering his options, he chooses to sell a six-month forward contract on the $/£ exchange rate. Show that the delivery price is given by *$\displaystyle f_{0}=0.6601$$/£.

I am having issues grasping the concept of selling a current asset for a price it may be worth in the future, and I cannot find an online resource that will talk me through it. Any pointers much appreciated.

Thanks in advance!