Question 4: Currency Forward Contracts (3/10) Assume there are no transactions costs. You currently pay 130 US-Dollars for 100 Euros. The continuously compounded US-Dollar interest rate is 1% and the continuously compounded Euro interest rate is 2%. (i) What is the 9-month forward price for 100 Euros? (ii) Suppose you will receive 2, 000, 000 US-Dollars and 1, 000, 000 Euros in 6 months. The current forward price of a forward contract (contract size is 125, 000 Euro) that matures in 6 months is F0,6mth= US-Dollar 1.2935/Euro. Suppose you short 8 forward contracts today. How much US-Dollars and how much Euros do you have in 6 months