A U.S. firm holds an asset in France and faces the following scenarios:

State	Probability	FX	Asset value
1	0.15	$1.30/	2,000
2	0.25	$1.20/	2,500
3	0.60	$1.10/	3,000

The variance of the dollar value of the property, attributable to the exchange rate uncertainty is closest to

Select one:

a. $61,189

b. $60,189

c. $62,189

d. $63,189