2. Assume that Parker Company will pay SF200,000 in 360 days. Assume the following interest rates: 360-day borrowing rate 360-day lending rate U.S 4% Switzerland 3.5% 2.5% 3% Assume the forward rate of the Swiss franc is $.81 and the spot rate of the Swiss franc is $.80. If Parker Company uses a money market hedge, it will pay in 360 days. A) $162,341 B) $162,000 C) $160,000 D) $158,424 E) $156,952