A U.S. firm holds an asset in Great Britain and faces the following scenario: where, P8= Pound sterling price of the asset held by the U.S. firm P= Dollar price of the same asset Which of the following would be an effective hedge? Sell 7,500 forward at the 1 -year forward rate, F1($/), that prevails at time zero. Buy 2,500 forward at the 1-year forward rate, F1($/), that prevails at time zero. Sell 25,000 forward at the 1-year forward rate, F1($/), that prevails at time zero. none of the options