A U.S. company exported a product to a Japanese company and will be receiving 550 million for the sale in three months. The current spot rate is \120.00/$. The three-month interest rates are 0.6 percent per annum in Japan and 1 percent per annum in the United States, respectively. The company can buy a three-month put option on yen at the exercise price of $0.007/4 for $0.0001/. How much is the net future value dollar proceeds for the U.S. company using the option hedge if the spot exchange rate turns out to be 157.00/$ three months from now? Round your answer to the nearest integer. A U.S. company exported a product to a Japanese company and will be receiving 550 million for the sale in three months. The current spot rate is \120.00/$. The three-month interest rates are 0.6 percent per annum in Japan and 1 percent per annum in the United States, respectively. The company can buy a three-month put option on yen at the exercise price of $0.007/4 for $0.0001/. How much is the net future value dollar proceeds for the U.S. company using the option hedge if the spot exchange rate turns out to be 157.00/$ three months from now? Round your answer to the nearest integer