Korean won (won per dollar), EW/$. Imagine that you borrow $100 at the Treasury bill rate to invest in Korean stabilization bonds, thus doing a that exposes you to the risk of won/dollar exchange rate fluctuations. The return to the carry trade in month t is calculated by: $100[(1+RSK,t)EW/$,tEW/$,t+1(1+RUS,t)] decimal form in this calculation. The return on your carry trade for Oct, 2012 is $ (Round your answer to two decimal places and include a minus sign if necessary.)