Assume that the risk-free rate is 6% per annum (continuous compounding) for all maturities. Compute the four-month forward prices of the following assets: i) A share that will distribute a $10 dividend in 2 months and a $8 dividend in six months. The current spot price of the share is $97. ii) The Swiss franc. The current spot price is 1.2 dollars for 1 Swiss franc and the foreign (i.e., the Swiss) risk-free rate is 4% per annum (continuous compounding)