d$)(10$pts$)$ Instead of hedging your exposures with futures, you consider hedging with options. Enter in the first column the number and type options you plan to use to fully hedge this exposure. Assume options with a $1\mathrm{.}15$ strike price maturing in $180$ days currently cost $1\mathrm{.}52$ cents per Swiss frane. Further, assume that the WACC of your company is $10\%$ per year. Fill in each of the future values. What will be your total future value $($including the receivable$)$ under each scenario given this transaction? Put that in the labeled row. Does your company do better with an