K-Roo Corp., based in Sydney, has a USD payable of 35.612 million due in 300 days. It faces the following exchange, derivative, and interest rates: Bid Ask Spot rate at t=0 USD1.1905/AUD USD1.1914/AUD Forward rate at t=300 USD1.2282/AUD USD1.2303/AUD 300-day put at USD1.25/AUD USD0.0435/AUD USD0.0484/AUD 300-day call at USD1.20/AUD USD0.0526/AUD USDO.0572/AUD 300-day AUD interest rate 1.17% (annual) 1.39% (annual) 300-day USD interest rate 5.41% (annual) 5.56% (annual) Assume that K-Roo Corp. funds any up-front hedging costs (including brokerage fees and option premiums) by borrowing the required amount in its home currency. Which of the following is the closest to the actual net realized value in AUD of K-Roo's payable if the firm uses an option to hedge the exchange rate risk? Select one: O a AUD29,661,266 O b. AUD44,865,788 OC. AUD28,707,283 O d. AUD28,667,034 O e AUD44,321,181