The current exchange rate between the dollar and the Swiss franc is $$1\mathrm{.}04$ per franc. Risk free interest rates are $3\mathrm{.}1\%$ in the U$.$S$.$ and $5\mathrm{.}4\%$ in Switzerland, for all maturities. The interest rates are quoted with continuous compounding.

What should be the forward price, i$.$e$.,$ the forward exchange rate, for delivery in $7$ months $($in dollars per franc$)?$

If the actual forward price is $$1\mathrm{.}016$ per franc. What will be your profit in $7$ months if you borrow $6$ million francs now $($in $$)?$