A Canadian company expects to make a payment of 1 million British pounds to its British supplier in 1 year. The British interest rate is 5% on an annually compounded basis. Which of the following is the correct method of hedging the company's resulting foreign exchange risk? O a. Buy a put option on 1 million British pounds with 1 year to the delivery date. O b. Write a call option on 1 million British pounds with 1 year to the delivery date. C. Buy 952,380.95 British pounds in the spot market and invest them in a British pound denominated interest earning account. Od. Sell a forward contract on 1 million British pounds with 1 year to the delivery date