6. Suppose you are the treasurer of a US multinational firm that wants to hedge the foreign exchange risk associated with your firm's sale of equipment to a Swiss firm worth CHF1,000,000. The receivable is due in 6 months. You want to ensure that Swiss francs are worth at least $0.90 when the francs are received so you want a strike price of $0.90. How many options contracts do you need to hedge this risk? Do you want a call or put on Swiss francs? What has to happen to the spot rate in 6 months for you to let the option expire