Need help in showing the math for #12 and 13

n . Assume that a US company will receive SF 500,000 in 360 days. Interest rates are 12% in the US and 5% in Switzerland, One-year forward rate for Swiss frane is S0.51 and the current spot rate of Swiss frane is $0.48. If the US company uses a money market hedge, it will need to borrowand invest A. $ 228,571;SF 476,190 B SF 476,190; 228,571 |cen.or t rSt-TA./9 a , creen ee inte-est 12-s- in rate : as spet rate $ 214.286; SF 446,429 D. SF 446,429$214.286 E. SF 476,190;$ 242,857 12. Based on the information in the previous problem, the firm should execute a A. forward hedge - Bmoney market hedge . 13. Suppose you are trying to set up a money market hedge to cover 1,000,000 pounds of receivables one year from now, you should: A) Borrow pounds from a UK bank, sell the pounds for dollars at the current spot rate, invest in S bank the pounds in a B. Borrow dollars from a US bank, sell the pounds for dollars at the current spot rate, invest in UK bank. C. Borrow dollars from a US bank, buy pounds with dollars at the current spot rate, invest in UK bank D. Bor US bank rrow pounds from a UK bank, buy pounds with dollars at the current spot rate, invest in the dollars in a