The three$-$month Eurodollar futures price for a contract maturing in eight years is quoted as $96\mathrm{.}00.$ The standard deviation of the change in short$-$term interest rate in one year is $1\mathrm{.}2\%.$ In this case T$1$ is eight years, and T$2$ is $8\mathrm{.}25$ years. How much is the futures rate with continuous compounding? How much is the futures rate with the real$/360$ day count and continuous compounding?