In 90 days. a US-based MNC expects to sell swiss assets it currently owns for SF60 million. A 90 day call option on francs has an exercise price of $1.0950/SF and a premium of 50.0200/SF. A put option on francs that expires in 90 days has an exercise price of 51.0850/SF and a premium of $0.0400/SF. The Interest rate on the SF is 8% p.a. and on the dollar is 10% p.a. What option should the company choose fit wants to hedge its position with options and how much will that sale make for it in dollars if it ends up exercising the option? Put. 562.640.000 Put. 562.700.000 Put. 567.560.000 Call 566.330.000 Call. 563.870.000