A British MNC purchased $180-$day currency put options to hedge a $125,000$ Australian dollar $($AUD$)$ receivable due to be paid by their customer in $180$ days$$ time. The MNC paid a premium of GBP$0\mathrm{.}0244$ to purchase the options with an exercise price of GBP$0\mathrm{.}7818.$ At the time the options were purchased, the $180-$day money market interest rates were $5\mathrm{.}30\%$ p$.$a$.$ and $2\mathrm{.}33\%$ p$.$a$.$ for the AUD and GBP respectively.

Assume that the spot rate at the time of the options expiry is GBP$0\mathrm{.}828/$AUD$.$ Suppose that the MNC borrowed in their domestic currency in order to fund the option premiums.

Factoring in the time value of money, what is the net amount received by the company if it acts rationally?