Kansas Corporation, an American company, has a payment of $6\mathrm{.}1$ million due to Tuscany Corporation one year from today. At the prevailing spot rate of $0\mathrm{.}90/$$$,$ this would cost Kansas $$6,777,778,$ but Kansas faces the risk that the $/$$ rate will fall in the coming year, so that it will end up paying a higher amount in dollar terms. To hedge this risk, Kansas has two possible strategies. Strategy $1$ is to buy $6\mathrm{.}1$ million forward today at a one$-$year forward rate of $0\mathrm{.}89/$$$.$ Strategy $2$ is to pay a premium of $$111,000$ for a one$-$year call option on $6\mathrm{.}1$ million at an exchange rate of $0\mathrm{.}88/$$$.$ Suppose that in one year the spot exchange rate is $0\mathrm{.}95/$$$.$ What would be Kansas$$s net dollar cost for the payable under each strategy?

Note: Round your answer to the nearest whole dollar amount.