A one-year foreign exchange forward with a nominal amount of 1,000,000 and an execution price of 1=￥10. Assuming that the exchange rate changes follow the normal distribution and the monthly standard deviation is 0.04, it has been three months, and today's white exchange rate is 1=￥10.2. The bank is the buyer, and EAD of the bank's counterparty is calculated at C=95%.