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Your company expects to receive $5,000,000$ Japanese yen $90$ days from now. You decide to hedge your position by selling Japanese yen forward. The current spot rate of the yen is bid price $=$$$\mathrm{.}0089$ and ask price $=$$$0\mathrm{.}0099,$ while the forward rate $90$ day is bid price $=$$$\mathrm{.}00954$ and ask price $=$$$0\mathrm{.}0955.$ You expect the average spot rate in $90$ days to be $$\mathrm{.}0090.$ How many dollars will you receive for the $5,000,000$ yen $90$ days from now if you sell yen forward?

a$.,$$$474,500$

b$.,$$$45,700$

c$.,$$$526$ million

d$.,$$$47,750$

e$.$ $$556$ million