I am confused about these questions

Consider a firm in the FC that sells it output to a firm in the DC. To hedge the FX risk the DC firm could (select all that are true): Purchase a call option DC to FC at today's spot FX. O Exercise a call option DC to FC at today's spot rate Write a put option for DC to FC at today's spot rate O Purchase a fututes contract for DC to FC at today's spot rate. O Purchase a call option for FC to DC at today's spot rate O Purchase a futures contract for DC to FC to offset lost sales QUESTION 2 Consider an investor based in the FC that invests in the DC. To hedge the FX risk the FC investor could (select all that are true): Exercise a futures contract DC to FC at the date of the investment return trip Write a put option FC to DC at today's spot FX O Engage in a swap for DC at the investment's open date to FC at the invesment's close date O Engage in a forward DC to FC with an unnknown counter party and no escrow (margin) Write a call option FC to DC at today's spot FX rate O Purchase a futrues contract FC to DC for the return trip QUESTION 3 Hedging or coverage is necessary for the balance of payments to work because the presence of risk neutral institiutional investors current account risk is greater than the financail account risk the risks of international arbitrage are augmented by the FX market O the indeterminate trajectory of FX rates