Consider a portfolio that is long $11,000$ units of a foreign currency and short $6$ forwards on that currency that have $5$ months to expiry and a contract size of $1,000.$ The current $5-$month foreign and domestic interest rates are $3\mathrm{.}2\%$ and $1\mathrm{.}7\%.$ Both interest rates are continuously compounded. What is the delta of this portfolio with respect to the foreign currency?