$1$ pts

Consider the following spot and forward rate quotations for the Swiss franc.

$S(\frac{\text{\$}}{S}Fr)=0\mathrm{.}85$

$F_1(\frac{\text{\$}}{S}Fr)=0\mathrm{.}86$

$F_2(\frac{\text{\$}}{S}Fr)=0\mathrm{.}87$

$F_3(\frac{\text{\$}}{S}Fr)=0\mathrm{.}88$

Calculate the $2-$month forward premium in American terms. Assume $30-360$ pricing convention.

$0\mathrm{.}4235$

$0\mathrm{.}353$

$0\mathrm{.}1412.$

$0\mathrm{.}1364.$