UCD (U.S. based MNC) will receive 450,000 euros in one year. The spot exchange rate today is $1.1600 per euro. It observes that 1. The one-year interest rate for euros is 5%, and the one-year interest rate for U.S. dollars is 2%. 2. In the option market, there is one-year call option or put option available. Both options have the same exercise price of $1.1550 per euro, and a premium of $0.025 per euro. 3. In the forward market, the one-year forward rate exhibits a 4% discount from the current spot exchange rate. What are the expected U.S. dollars UCD ends up receiving for its 450,000 euro receivable based its exchange rate forecasting given below? Scenario 1 2 3 Spot Exchange Rate One Year Later Probability $1.1450 55% $ 1.1600 15% $1.1750 30% $531,562.00. $509,062.50. $511,537.50. $534,037.50