Assume that Patton Co. will receive 100,000 New Zealand dollars (NZ$) in 180 days. Today's spot rate of NZ$ is $.50, and the 180-day forward rate is $.51. A put option on NZ$ exists with an exercise price of $.51, a premium of $.02, and a 180-day expiration date. The forecasted spot rate of the NZ$ in 180 days is $0.48 with a probability of 10%, $0.49 with a probability of 60%, and $0.55 with a probability of 30%. The estimated dollar cash inflows of Patton by using the put option hedge in $ is _____. (Please round up to a dollar.)