AU.S. based MNC provides consulting services to a Swiss firm. It has just signed a contract under which the Swiss firm agrees to pay the U.5.-besed MNC $60 million in three monthe, The spot rate today is $1.0600 SF. The three-month forward rate is $1.0600 SFF. Given that the MNC aiways hedges its FX exposure, it should: Enter irito a theee-month fomard contract to sell 560 million and in three months recelve SF63,600,000 Enter into a three-month forward contract to sell 560 million and in three months receive SF56.603.773.58 Einter into a three-tronth forward contract to buy 580 milion and in three manths recaive .556,603,773,58 Enter into a thres month forward contract to sell 8.566,603,773.68 and in thred months recoive 561,132.075,47. None of the above