$S(US\frac{D}{S}FR)=0\mathrm{.}85$

F$\_1$ month $((US\frac{D}{S}FR))=0\mathrm{.}86$

F$\_2$ month $((US\frac{D}{S}FR))=0\mathrm{.}87$

F$\_3$ month$(($USD$/$SFR$))=0\mathrm{.}88$

Calculate the annualized three$-$month forward premium $($or discount$)$ in American terms.

Assume $30-$day months and $360-$day years.

A$.0\mathrm{.}1364$

B$.0\mathrm{.}353.$

C$.0\mathrm{.}4235.$

D$.0\mathrm{.}1412.$