FOR THE REMAINING QUESTIONS PLEASE USE THIS DATA:

Suppose that you work for Westinghouse Electric Company. You are bidding to design a new nuclear power station in Bulgaria. If you win the bid you will receive EUR $100,000,000.$ You have collected the following market data $($I am using the most recent data on Feb$\mathrm{.}207,2021).$

Spot: USD $1\mathrm{.}2073/$EUR

Forward: USD $1\mathrm{.}2180/$EUR

$12-$month USD Libor: $+0\mathrm{.}28375\%$

$12-$month EUR Libor: $-0\mathrm{.}48014\%$

WACC: $6\%$

Call option: strike price USD $1\mathrm{.}2300/$EUR$,$ premium USD $0\mathrm{.}0245/$EUR

Put option: strike price USD $1\mathrm{.}2300/$EUR$,$ premium USD $0\mathrm{.}0306/$EUR

Note: how to compute the call premium: ${0\mathrm{.}0245}^{**}100,000,000$

Suppose that you hedged with the option. What will be your revenue if the spot rate is USD $1\mathrm{.}2100/$ EUR?