Want to see the math to make sure I am doing this right

11 . Assume that a US company will receive SF 500,000 in 360 days. Interest rates are 12% in the US and 5% in Switzerland. One-year forward rate for Swiss franc is $0.51 and the current spot rate of Swiss franc is $0.48. If the US company uses a money market hedge, it will need to borrow and invest A. $ 228,571 : SF 476,190 B)SF 476,190;$ 228,571 $214,286; SF 446,429 D. SF 446,429; $ 214,286 E. SF 476,190$ 242,857 0 12. Based on the information in the previous problem, the firm should execute a A. forward hedge B)money market hedge- 13. Suppose you are trying to set up a money market hedge to cover 1,000,000 pounds of receivables one year from now, you should: A. Borrow pounds fromn a UK bank, sell the pounds for dollars at the current spot rate invest in the dollars in a S bank. B. Borrow dollars from a US bank, sell the pounds for dollars at the current spot rate, invest in the pounds in a UK bank C. Borrow dollars from a US bank, buy pounds with dollars at the current spot rate, invest in the pounds in a UK bank D. Borrow pounds from a UK bank, buy pounds with dollars at the current spot rate, invest in the dollars in a US bank