On January 2, 2015, SWATCH expects to ship 700,000 watches from its plant in Switzerland to US, which it will sell through its US dealers on 270-day terms at $85.00 each. Thus SWATCH will receive payment from its dealers on September 28th, 2015. Assuming that SWATCH needs to cover its expenses in Switzerland and thus wants to hedge its SF exposure using a forward contract with a Swiss bank in the US, what is the minimum amount of SF they should receive on September 28th, 2015 given the nine month forward rate for one US dollar in terms of SF that you calculated in problem one? What are two other ways SWATCH might hedge their SF/US$ exposure?