Omni Advisors, an international pension fund manager, plans to sell equities denominated in Swiss francs $($CHF$)$ and purchase an equivalent amount of equities denominated in South African rands $($ZAR$).$

Omni will realize net proceeds of $3$ million CHF at the end of $30$ days and wants to eliminate the risk that the ZAR will appreciate relative to the CHF during this $30-$day period. The following exhibit shows current exchange rates between the ZAR, CHF$,$ and the U$.$S$.$ dollar $($USD$).$

Currency Exchange Rates

ZAR$/$USD CHF$/$USD

Maturity Bid Ask Bid Ask

Spot $6\mathrm{.}27096\mathrm{.}2817$

$1\mathrm{.}5310$

$1\mathrm{.}5385$

$30-$day $6\mathrm{.}25666\mathrm{.}26691\mathrm{.}52541\mathrm{.}5313$

$90-$day $6\mathrm{.}21326\mathrm{.}22281\mathrm{.}50861\mathrm{.}5143$

Calculate the following:

The CHF$/$ZAR cross$-$currency rate Omni would use in valuing the Swiss equity portfolio. $($Round your answer to $9$ decimal places.$)$

The current value of Omni$$s Swiss equity portfolio in ZAR. $($Round your answer to $2$ decimal places.$)$

The annualized forward premium or discount at which the ZAR is trading versus the CHF$.($Negative amount should be indicated by a minus sign. Round your answer to $2$ decimal places.$)$