The following information relates to Questions 911 You have been approached by a commodity trading multinational corporation with headquarters in Johannesburg. South Africa. They have asked you to help them manage their transaction exposure and present you with the following information relating to payables and receivables from their counterparts in Morocco (MAD) and Ghana (GSH): Tables A and B: Income and Expenses Table C: Country Specific deposit and borrowing annual rates (assume a 365- day year) Table D: Option Pricing for the ZAR/MAD Table E: Option Pricing for the ZAR/GSH Tables F and G: Probability Distribution for US Dollar and AUS Dollar 12. The cost of hedging using options for the Receivable is closest to? A. R1,039,000.00 B. R1,004,500.00 C. R1,018,750.00 D. R945,500.00 E. None of the above The following information relates to Questions 911 You have been approached by a commodity trading multinational corporation with headquarters in Johannesburg. South Africa. They have asked you to help them manage their transaction exposure and present you with the following information relating to payables and receivables from their counterparts in Morocco (MAD) and Ghana (GSH): Tables A and B: Income and Expenses Table C: Country Specific deposit and borrowing annual rates (assume a 365- day year) Table D: Option Pricing for the ZAR/MAD Table E: Option Pricing for the ZAR/GSH Tables F and G: Probability Distribution for US Dollar and AUS Dollar 12. The cost of hedging using options for the Receivable is closest to? A. R1,039,000.00 B. R1,004,500.00 C. R1,018,750.00 D. R945,500.00 E. None of the above