Assume that Parker Co will receive SF$200,000$ in $360$ days. Assuming the following interest rates: US deposit rate $=6\%,$ Swiss borrowing rate $=5\%.$ Assume the forward rate of the swiss franc is $$\mathrm{.}50$ and the spot rate of the swiss franc is $$\mathrm{.}48.$ If Parker Co uses a money market hedge, it will receive $\_\_\_\_$ in $360$ days. a$.92,307$ b$.98,769$ c$.101,923$ d$.101,904$