You are looking at the futures contract on Swiss francs and observe that the September 2020 contract was settled for 1.0510 and the December 2020 contract for 1.0780. Assume that the risk free rate in US is 6% and the risk-free rate in Switzerland is 3%. Assume also that there are no arbitrage opportunities with the September contract. What is the difference between a) the no-arbitrage futures rate of the December contract and b) the one that you observe in the market (1.0780)? Provide your answer using 4 decimals (e.g. 0.0235)