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You will receive NOK BOM in 1 year. You decide to hedge with options. What is the MAXIMUM USD revenue you can receive if you

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You will receive NOK BOM in 1 year. You decide to hedge with options. What is the MAXIMUM USD revenue you can receive if you decide to hedge with the option? Spot: NOK 8.0000/USD Forward: NOK 8.2000/USD 12-month USD Libor: +2.00% 12-month NOK Libor: +8.00% WACC: 10.00% Call option: strike price USD 0.125/NOK, premium USD 0.0025/NOK Put option: strike price USD 0.125/NOK, premium USD 0.0035/NOK when you exercise the option USD 10M - premium infinitely large USD 10M + premium*(1+WACC) USD 10M - premium*(1+WACC) zero USD 10M

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