On January 3d, 2020, Swatch expects to ship 10,000 cars from its plant in Switzerland to the US, which it will sell through its US dealers on 240-day terms at $15,000 each. So Swatch will receive payment from its dealers on August 29, 2020. Assuming that Swatch needs to cover its expenses in Switzerland and thus wants to hedge its $ exposure using a forward contract with a US bank in Zurich, what is the minimum amount of SF they should receive on September 29th, 2020 given the nine month forward rate for one US dollar in terms of SF that you calculated in problem one? What is one other way they might they hedge their SF/dollar exposure?