Interest rates in the interbank Eurocurrency money markets are quoted on an annualized simple interest basis, using a fictitious 360-day year. The actual amount of interest received on a deposit (or paid on a loan) is */360 , where is the quoted rate and N is the number of calendar days spanned by the deposit or loan. The corresponding formulas for annual effective yields and continuously-compounded interest rates are Effective yields: = ((1 + */360)^365/) 1 continuously compounded rates: = 365/ ln (1 + */360) Six-month (184-day) LIBOR rates for U.S. dollars were quoted at 5.90% on September 12, while 6-month Euribor (on euros) was 3.97% -- both on a simple interest basis. The spot rate was 1.0743 $/euro. Given this, what is the six-month $/euro forward rate?