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The forward rate of th swiss franc is $0.50. The spot rate of the swiss franc is $0.48. The following rates exist: US Switzerland 360-day

The forward rate of th swiss franc is $0.50. The spot rate of the swiss franc is $0.48. The following rates exist:

US Switzerland

360-day borrowing rate ..................................8% 6%

360-day deposite rate......................................7% 5%

360-day forward European options strike price $0.49/SF

Call Put

Premium.............$.03 $.035

360-day futures contract settle price $.049

You are importing SF200,000 worth of merchandise in 360 days

A- Set up the forward hedge

B- Set up the money market hedge

C- Set up the options market hedge

D- Set up the futures market hedge

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