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Part III Case Analysis (20 Marks) Assume that a Euro Zone MNC expects to receive CHF 35 million in one (1) year. The existing spot rate of the CHF is EURO.79 - CHFI. The one (1) year forward rate of the CHF EURO 80 - CHF The MNC has calculated a probability distribution for the future spotle in one (1) year as follows: future spot rate probability EURO.7960 25% EURO.8400 48% EUR0.9300 27% Assume that one (1) year put options on CHF are available, with an exercise price of EURO.84 CHF1 and a premium of EURO.08 per unit. One (1) year call options on CHF are available with an exercise price of EURO.79- CHF1 and a premium of EURO.06 per unit. Assume the following annual money market rates : Euro Zone Switzerland deposit rate borrowing rate 1.75% 2.60% 1.0% 2.0% Required: (a) Given this information, determine (calculate) whether a forward hedge, money market hedge, or, a currency options hedge would be the most appropriate" for the MNC. [15 Marks] (b) Then compare the above "most appropriate" hedge to an unhedged strategy and decide whether the Euro Zone MNC should hedge its receivables position. [5 Marks