You are an American $($USD or $$)$ exporter selling to Singapore$($SGD or Sd$).$ The transaction size is $554,621$ SGD due in $2$ months. This option has an exercise price of $0\mathrm{.}79$ and comes in contract sizes of $100,000Sgd.$ How much would you eventually receive for the goods if you hedged with options given the following data. All numbers are $\frac{\text{\$}}{S}d.$ your answer can be to the nearest dollar.

Now

Spot

$\backslash$table$[[,$Call,Put,Call,Put$],[$Options$,0\mathrm{.}039,0\mathrm{.}034,0,0\mathrm{.}202]]$

$2$ months from now

bid ask

$0\mathrm{.}603,0\mathrm{.}62$