September 14 th 2012 and it is time to make the payment to Koala, Inc. a. Compute the US dollar value of your. $35,000,000 Australlan dollar payment due using the current spot (exchange) nte on September 14 th 2012 . When compared to the September 7th exchange rate prevailing at that time, how much did the due payment increase or decrease in value (in US dollars) since September 7 th 20127 ey what percenta b. In us dollars, what is your dollar gain or loss on your futures contract position since September 7th 20127 Assume vou have "talied the hedge" in exerdie 4. c. Combining the increase in payment due with the gainfloss on the futures position, what is the net total us dollar increase in peyment due since September 7h zo12? What is the percentage change? (it should be less than 20 baus points in this numerical eaample) The persent is September 7h 2012. You owe in the fucure a larse pevment of a. Sote whether vou thoudd take a lons or a short pourion in Australian doller furuer. b. Determine the optimal number of Aubalian delar futures contracts that you neted ascuming the hedge nso h to be 0 os4142 and the bat that Stoo, 000 Austrilin delan cheseat part b with the "ulline the hetede ajuatment. A. We will need to ule a lons powsen in Auterisat Dellar futuen. 3. The ouenal number of Aestrel in bolur futien tontrati ow: 5 now September 14 th 2012 and it is tene to make the payment to Koala, hne. 2. Compute the Us dellar value of your $35,000,000 Australan dollar peyment due using the courrent ipot (ecchange) nate on September 14 th 2012. b. In US dolar, what is wour dofar ciin oe loss on your futures contrat poition since September 7 th 20127 Assume vou have "talled the hedge" in earcise 4 Wat is the percentage change? at ihevis be lea than 20 bail points in this sumerical esmele)