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 GBP0.0244 to purchase the options with an exercise price of GBP0.7818. At the time the options were purchased, the 180 -day money market interest rates were 5.30% p.a. and 2.33% p.a. for the AUD and GBP respectively. Assume that the spot rate at the time of the options expiry is GBP0.828/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? a. GBP101,781 b. GBP100,414 c. GBP103,084 d. CAD100,951 e. CAD100,907