An Italian exporter is owed CLP 200,000,000 in one year and is planning to use a perfect option market hedge (CLP = Chilean Peso). The strike price is X(EUR/CLP)=0.0011 for both calls and puts, and the current spot rate is S₀(EUR/CLP)=0.0021 (EUR = Euro). The spot rate next year is expected to be either S₁(EUR/CLP)=0.0032 or S₁(EUR/CLP)=0.0005. The interest rate in Italy is i_EUR=2.50%, while the interest rate in Chile is i_CLP=4.89%. What is the value of the exporters receivable in t=1 if she executes a perfect option market hedge? Round the dollar values to the 2^nd decimal and the exchange rates to the 4^th.