Suppose you invested in a bond that has a par value of $2,000,000$ British pounds, a coupon rate of $5$ percent $($with payments being made at the end of each year$),$ and four years until its maturity. Also suppose that the value of the pound is currently $$1\mathrm{.}50.$

For each of the scenarios, calculate the forecasted cash flows for years $1,2,3,$ and $4.($Hint: Do not round intermediate calculations. Round your final answers to the nearest whole dollar value.$)$

$\backslash$table$[[$Scenario I $($Stable Pound$),$Year $1,$Year $2,$Year $3,$Year $4],[$Forecasted value of the pound,$$1\mathrm{.}50,$$$1\mathrm{.}50,$$$1\mathrm{.}50,$$$1\mathrm{.}50$