At year 1, Daisy Ltd, American company expects CFs of 150000$ from operations in US and 470000 pounds from sales in UK. Daisy has debt of 540000$ due in one year. If the company bankrupts, the costs are 70000$. The exchange rates for one pound in one year is expected to be 0.75$ with probability 30%, 0.85$ with probability 40%,0.90$ with probability 30%. If there are no other cash flows, risk- neutral investors and zero discount rate, find the following: 1) If Daisy can hedge its pound exposure with a put option with strike price of 0.85$ and a premium of 0.025% per pound, what are the expected CFs to debt/equityholders, and the total value of the firm