Suppose the June Eurodollar futures contract has a price of 93.60. JCrew Inc. plans to borrow $45 million for 3 months in June at LIBOR, and JCrew Inc. intends to use the Eurodollar futures contract to hedge its borrowing rate. Assuming the true 3-month LIBOR is 2.00% in June, what is the settlement in dollars at expiration of the Eurodollar futures contract? (For purposes of this question, ignore daily marking-to market on the futures contract.) JCrew Inc. will receive $180,000. JCrew Inc. will pay $180,000. OJCrew Inc. will receive $495,000. JCrew Inc. will pay $495,000