A U.S. firm holds an asset in Great Britain and faces the following scenario: State 1 State 2 State 3 Probability 25% 50% 25% Spot rate $ 2.20 / $ 2.00 / $ 1.80 / P* 2,000 2,500 3,000 P $ 4,400 $ 5,000 $ 5,400 where, P* = 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