A U.S. firm holds an asset in Great Britain and faces the following scenario: State 1 State 2 Probability 25 50 Spot rate $2.20/ $2.00/ 3,000 2,500 $6,600 $5,000 State 3 250 $1.80/ 2,000 $3,600 where, P* = Pound sterling price of the asset held by the U.S. firm P = Dollar price of the same asset The expected value of the investment in U.S. dollars is: A. $5,067 OB. $5,050 Oc. $5,112 Od none of the above