Gogarth Co vs Boullain CO

Dear Tutor,

thank you in advance

i am struglling with understanding logics in predicted futures rate, for logic from case to case semms inconsistent

for example, in past paper from March/June 2021, Question 3, Gogarth Co

Predicted futures rate = 0·2366 + ([0·2378 – 0·2366] x 2/3) = 0·2374

where June future price + (difference sep and june) *2/3 (i assume because july+august (where it is closed under this contract)/(july+aug+sep, when it is end by terms)

or
Alternatively, use spot rate, 0·2358 + ([0·2378 – 0·2358] x 4/5) = 0·2374

where May 1 spot rate + (difference sep and may) *4/5 (i assume because may+june+july+august (where it is closed under this contract)/(may+june+ july+aug+sep, when it is end by terms)

so i assume i understand the logic written above.

However, now i am solving Boullain CO, where other approach is used for calculation

Calculation of futures price
Spot rate (US$/€1) = 1/0·8707 = 1·1485 ( spot at march 1)

Predicted futures using spot rate = 1·1422 + ((1·1485 – 1·1422) x 1/7) = 1·1431

where Sep 30 future rate + (difference march 1 spot and Sep 30 future rate ) *1/7 (i assume because august (where it is closed under this contract)/(march+april+may+june+july+aug+sep, when it is end by terms)

Or using futures: 1·1422 + ((1·1449 – 1·1422) x 1/3)) = 1·1431

where Sep 30 future rate + (difference june future rate and Sep 30 future rate ) *1/3 (i assume because august (where it is closed under this contract)/(july+aug+sep, when it is end by terms)

Why in solving Boullain CO the solution of Gogarth Co is not used, now if i use the logic of Boullain CO to Gogarth Co i will have :

Predicted futures rate = 0·2378 + ([0·2378 – 0·2358] x 1/4) = 0·2383

where Sep future price + (difference sep and june) *1/4 (i assume because august (where it is closed under this contract)/(june+july+aug+sep, when it is end by terms)

i dont understand why in these two problems different solving is used, would appreciate you help

with best regards,
Aidana