5.1 Suppose that at time S$/$$ = F $/S$ = $0.6 each day over the ensui forward and futures marl rime zero the spot rate equals the 90-day forward rate at S/S$ = $0.65/S$. Assume that the spot rate increases by $0.0002/S$ the ensuing 90 days. You buy Singapore dollars in both the Futures markets. Draw a timeline for each contract showing the itflows arising from the daily change in the spot rate sh inflows/outflows arising from 5.1 Suppose that at time zero the spot rate equals the 90-day forward rate at S, 5/55 = F $755 = $0.65/S$. Assume that the spot rate increases by $0.0002/S$ each day over the ensuing 90 days. You buy Singapore dollars in both the forward and futures markets. Draw a timeline for each contract showing the cash inflows/outflows arising from the daily change in the spot rate