A US based MNC Burgess has receivables of EUR 10,000 in 90-days. Current spot EURUSD = 1.43. The firm's economist forecasts that the EURUSD could end the period with a value of either 1.40 (probability of 50%) or 1.50 (50%). The firm is concerned about resulting currency risk. It has also assessed some hedging alternatives. 90-day EURUSD forward contracts are traded at 1.42. The 90-day interest rates in the US and Europe are 5% and 7% respectively (these are annualized rates). What is the 3-month dollar standard deviation of the receivable using the money market hedge? a) $300 b) $0 c) $200 DOLL