Trader A enters into futures contracts to buy 1 million euros for 1.31 million dollars in six months. Trader B enters in a forward contract to do the same thing. The exchange rate (dollars per euro) declines sharply during the first three months and then increases for the second three months to close at 1.3500. Ignoring daily settlement, what is the total profit of each trader? When the impact of daily settlement is taken into account, which trader does better