Can anyone help me with this and also provide the working calculation to get the answer?

6. A U.S. firm holds an asset in Italy and faces the following scenario: Probability Spot rate pi P State 1 30% $2.50 1,350.00 State 2 40% $1.50 2.250.00 State 3 30 $0.90 3,750.00 Where p* = Euro price of the asset held by the U.S. firm The CFO decides to hedge his exposure by selling forward the expected value of the euro denominated cash flow at F1($/) = $1.62/. As a result A. the firm's exposure to the exchange rate is made worse. B. he has a nearly perfect hedge. C. he has a perfect hedge. D. none of the above