A trader owns a commodity as part of a long-term investment portfolio. The trader can buy the commodity at a spot price of $985 per ounce and sell it at a spot price of $918 per ounce. The trader can borrow funds at 5.70% per year and invest funds at 5.27% per year; both interest rates are expressed with continuous compounding. Assuming that the forward price of the commodity is relatively low, the trader would have an arbitrage opportunity when the 3-year forward price is less than?

The answer is 1075. Please explain how to get this answer. Thank you!