(b) 6 months after this investor signed the above forward contract, he came to believe that there is a 40% chance for the spot exchange rate at the end of the contract to be 1.4700, and 60% chance for it to be 1.4300. What is the value of this forward contract to him on that day (i.e. the day with 6 months before maturity)? Suppose the interest rate is 6% (with continuous compounding). (b) 6 months after this investor signed the above forward contract, he came to believe that there is a 40% chance for the spot exchange rate at the end of the contract to be 1.4700, and 60% chance for it to be 1.4300. What is the value of this forward contract to him on that day (i.e. the day with 6 months before maturity)? Suppose the interest rate is 6% (with continuous compounding)