The $270-$day US T$-$bill rate is $5\mathrm{.}15\%$ APR and the $270-$day British Treasury rate is $4\mathrm{.}95\%$ per annum.

The spot exchange rates are $$\frac{1\mathrm{.}3200}{}$ bid and $$\frac{1\mathrm{.}3251}{}$ ask.

Calculate, to $4$ decimal places $($e$.$g$.$ $$1.$####$/),$ the $"$no$-$arbitrage" $270-$day forward ask exchange rate that makes a British citizen indifferent between buying a UK treasury and buying a US T$-$bill.