A US firm has a AUD$150,000$ receivable that will be paid on November $30,2023.$ The US firm can completely hedge its FX exposure from the receivable by

Question $8$ options:

buying AUD today at the spot rate.

entering a short position in a forward contract on the AUD.

entering a short position on one CME AUD futures contract $($that is for AUD $100,000).$

buying a put option on US dollars.