Here are direct spot and forward markets quotes for EUR over three points

in time: now $(\frac{1}{1}\frac{?}{xx}),$ one month later $(\frac{2}{1}\frac{?}{xx}),$ three months later

$(\frac{4}{1}\frac{?}{xx}),$ and six months later $(\frac{7}{1}\frac{?}{xx}).$

On $1/1/$XX$,$ Dell sold a $3$ month forward contract of EUR $1,000,000$ to

Chase. Based on this transaction:

Dell will pay USD $1,347,000$ to Chase in $3$ months, and will receive EUR

$1,401,600$ from Chase in $3$ months

Dell will pay USD $1,360,500$ to Chase in $3$ months, and will receive EUR

$1,000,000$ from Chase in $3$ months

Dell will pay EUR $1,000,000$ to Chase in $3$ months, and will receive USD

$1,401,600$ from Chase in $3$ months

Dell will pay EUR $1,000,000$ to Chase in $3$ months, and will receive USD

$1,347,000$ from Chase One in $3$ months