You plan to visit Geneva, Switzerland in three months to attend an international business conference. You expect to incur the total cost of SF $5,000$ for lodging, meals and transportation during your stay. As of today, the spot exchange rate is $$0\mathrm{.}60/$SF and the three$-$month forward rate is $$0\mathrm{.}63/$SF$.$ You can buy the three$-$month call option on SF with the exercise rate of $$0\mathrm{.}64/$SF for the premium of $$0\mathrm{.}05$ per SF$.$ Assume that your expected future spot exchange rate is the same as the forward rate. The three$-$month interest rate is $6$ percent per annum in the United States and $4$ percent per annum in Switzerland. Ignore TVM in computing net cash flow associated with an options hedge. What is your net cash flow associated with a hedge using options?