In September 2020, FIN333 Bank bought a three-month U.S. dollar T-bill paying $100 million in December 2020. The bank's liabilities are in Thai baht, and current exchange rate is 31.70 THB/USD. What is the foreign exchange risk that FIN333 Bank is facing, and what type of currency option should be purchased to hedge this risk? FIN333 Bank should use put options to hedge the depreciation of the baht. FIN333 Bank should use call options to hedge the depreciation of the baht. FIN333 Bank should use call options to hedge the appreciation of the dollar. O FIN333 Bank should use put options to hedge the depreciation of the dollar