Suppose that at time zero the spot rate equals the 90-day forward rate at S₀ ^$∕S$ = F₉₀ ^$∕S$ = $0.65∕S$. Assume that the spot rate increases by $0.0002/S$ each day over the ensuing 90 days. You buy Singapore dollars in both the forward and futures markets. Draw a timeline for each contract showing the cash inflows/outflows arising from the daily change in the spot rate.