Find the hedge ratio a 1-period at-the-money put option on 300,000. The spot exchange rate is 100 = $1.00. In the next period, the yen can increase in dollar value by 15 percent or decrease by 10 percent. The risk-free rate in dollars is i$ = 5%; The risk-free rate in yen is i = 1%.

A.-0.44

B.-0.66

C.-0.60

D.-0.40