2. Using the replication argument to prove the forward price of one unit of foreign currency is given by F(t,T)=Xte(r$rf)(Tt) where Xt is the price at time t of one unit of foreign currency, r$ is the dollar zero rate, rf is the foreign zero rate and T is the maturity of the forward contract. You need to detail the transactions you make to construct the portfolios and how the portfolio values change