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An investor enters into a 6-month forward contract to purchase EUR 10 million at an all-in rate of USD/EUR 1.0665. Two months later, the following quotes were obtained:

• Spot rate (USD/EUR): 1.0825 / 1.0830
• 4-month forward points: -50 / -45
• 4-month MRR annualized (USD): 5%
• 4-month MRR annualized (EUR): 6%

Note: USD/EUR is the amount of USD per 1 EUR.

The mark-to-market value of the forward contract is closest to: