The four month interest rates in Switzerland and the United States are 2.28 percent and...

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The four month interest rates in Switzerland and the United States are 2.28 percent and 3.2 percent per annum respectively with continuous compounding. The spot price of Swiss franc is $1.08 USD per 1 CHF Calculate the four months futures price for CHF. Keep your answer to two decimal places and write your answer in the format of USD per 1 CHF (swiss franc). For example, if your think futures price should be 1.02 USD per 1 CHF, then answer 1.02

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