Calculate the expected cash flows $($and standard deviation, where appropriate for all hedging possibilities

Company $x$ has payables of $3,234,569$ Yen in $3$ months. The spot JPYUSD is $0\mathrm{.}0086.$ Forecast indicates that the Yen could either end up with a value of $$0\mathrm{.}0081(34\%$ chance$),$ a value of $$0\mathrm{.}0084(28\%$ chance$)$ or a value of $$0\mathrm{.}0093(38\%$ chance$).$ The US interest rates are: deposit $3\mathrm{.}23\%$ and borrowing $3\mathrm{.}45\%$ and the Yen rates are: deposit $4\mathrm{.}68\%$ and borrowing $4\mathrm{.}76\%.3-$month forwards on the Yen are priced for $$0\mathrm{.}0086.$ Put options with $3$ months expiration and strike price of $$0\mathrm{.}0089$ are available for a premium of USD $$0\mathrm{.}000026$ and call options with $3$ months expiration and strike price of $$0\mathrm{.}0084$ are available for a premium of USD $$0\mathrm{.}000025.$

In your answer below, you could provide a $48$ table $($see top right corner of text box$)$ and enter your answer choices the following way:

$\backslash$table$[[,$Expected CF$,,$SD$],[$Non Hedging,answer,,answer$],[,,,],[$Forward$,$answer,,$-],[,,,],[$Money Market,answer,,$],[,,,],[$Option$,$answer,,answer$]]$