I know that TECHNICALLY since the actual cash payment on a forward won’t occur until expiration (assuming no netting), you discount the payoff to get the value at Time 0, however pretty much every example I have done at level 3 just uses Ft-F0 and calls it a day. Think of every “hedged return vs unhedged return” problem we have done?

In this problem, I didn’t discount by the CAD Rf Rate so I was wrong. So how do we know when to discount and when not to?