Consider a firm in the DC that uses inputs from a supplier in the FC$.$ To hedge the FX risk the DC firm could $($select all that are true$)$:

A$.)$ Engage in a forward contract for DC to FC at today's spot rate, given that counter$-$party risk is manageable.

B$.)$Purchase a futures contract for FC to DC that you could sell for a profit if the DC weakens, which increases your costs of importing the input

C$.)$Exercise a futures contract for $DC$ to $FC$ if the strike price of the contract is higher than the spot market rate at the exercise date.

D$.)$Purchase a futures contract for DC to FC at a strike price below your tolerance for losses on the hedged transaction.

E$.)$Purchase a call option for DC to FC$,$ which the firm will exercise if the future spot FX rate $($FC$/$DC$)$ at the time $($future$)$ is lower than the contract rate $($strike$).$

F$.)$Purchase a call option for $FC$ to $DC,$ which the firm will exercise if the future spot $Fx$ rate $($FC$/$DC$)$ at the time $($future$)$ is higher than the contract rate $($strike price$).$