Airbus sold an aircraft, A$400,$ to Delta Airlines, a U$.$S$.$ company, and billed $$30$ million payable in six months. Airbus is concerned with the euro proceeds from international sales and would like to control exchange risk. The current spot exchange rate is $$1\mathrm{.}05/$ and six$-$month forward exchange rate is $$1\mathrm{.}10/$ at the moment. Airbus can buy a six$-$month put option on U$.$S$.$ dollars with a strike price of $0\mathrm{.}95/$$ for a premium of $0\mathrm{.}02$ per U$.$S$.$ dollar. Currently, six$-$month interest rate is $2\mathrm{.}5\%$ in the euro zone and $3\mathrm{.}0\%$ in the U$.$S$.$ If Airbus decides to hedge using put options on U$.$S$.$ dollars, what would be the $$expected$$ euro proceeds from the American sale?$[$Ignore TVM$]$