Q.69 CMC Co. (BPP KIT)

For part a) of this question, for futures transaction, I have assumed the forward rate of $1.0677 per CHF 1 as the future spot rate on the date of transaction and then calculated the expected futures price using this with the basis of (0.0024 x 2/6 = 0.0008). So with the difference between basis and future spot rate, I got the expected futures price of 1.0685. However, they have taken the 0.0008 basis and added it to the 1.0659 [which is the 6 months futures price]. But as far as I remember, we always took the forward rate and assumed it to be the future spot rate on the date of the transaction only when the actual spot rate on the date of transaction is not given. So can you explain, where am I going wrong? Thanks in advance