Suppose that the current exchange rate between the dollar and the euro is $$1\mathrm{.}13$ per euro. Interest rates are $3\mathrm{.}9\%$ in dollars and $5\mathrm{.}7\%$ in euros, for all maturities. The interest rates are quoted with continuous compounding. Suppose you take a short position in the forward contract to deliver euros in exchange for dollars in $10$ months. What is the value of the contract today?