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This is a company in EURO zone dealing with imports/exports in USA. The euro rate = 1% yearly while the US rate is 2.5%. The

This is a company in EURO zone dealing with imports/exports in USA. The euro rate = 1% yearly while the US rate is 2.5%. The exchange rate is 0.87 for 1 USD and = 0.15 yearly. At the derivatives market, the only options with underlying good 1 USD expire in 3 months and have exercise price 0.87 EURO. What is the total purchase cost of options and which options they will use (put or call) if company owes 100000 USD paid in 3 months and if a debtor owes to company 100000 USD paid in 3 months ?

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