Suppose the spot price of corn increases from $60 to $70 in one day. A bond that matures in one year with par value of $100 has a current price of $96. Assume that interest rates will stay constant over two years. Use discrete compounding to compute the price of a two-year forward on corn before and after the increase in spot prices. Based on your calculations, the return of the spot price over that one day is   and the return of the forward contract is:

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