You use today's spot rate of the Brazilian real to forecast the spot rate of the real for one month ahead. Today's spot rate is $$0\mathrm{.}4531.$ Assume that you obtain the end$-$of$-$month spot exchange rates of the Brazilian real during the end of each of the last $6$ months.

End of

Month Value of

Brazilian real

$1$ $ $0\mathrm{.}4247$

$20\mathrm{.}4300$

$30\mathrm{.}4312$

$40\mathrm{.}4648$

$50\mathrm{.}4557$

$60\mathrm{.}4531$

Use the value$-$at$-$risk method to determine the maximum percentage loss of the Brazilian real over the next month based on a $95$ percent confidence level. Do not round intermediate calculations. Round your answer to two decimal places.

$\%$

Forecast the exchange rate that would exist under these conditions. Do not round intermediate calculations. Round your answer to four decimal places.

$