$2$pts$)$ Suppose that two bonds have the same default risk, the same liquidity, and each has one year until it matures. One bond is offered in the United States and denominated in dollars. The other is offered in Switzerland and denominated in Swiss Francs $($SF$).$ Suppose the nominal interest rate on the U$.$S$.$ bond is $3\mathrm{.}25\%,$ and the nominal interest rate on the Swiss bond is $2\mathrm{.}45\%.$ The current spot exchange rate is E$$/$SF $=1\mathrm{.}1429.$ If covered interest parity holds, what is the one$-$year forward rate, F $$/$SF$,365?$