Find an Effective Hedge Financial Hedge If a U P^* = Pound Sterling Price of the Asset Held by an Asset

Find an effective hedge financial hedge if a U.S.firm holds an asset in Great Britain and faces the following scenario:
$\begin{array}{l}\begin{array} { l } &\text { State 1}\\\text { Probability } & 25 \% \\\text { Spotrate } & \$ 2.20 / £ \\P^{*} & £ 3,000 \\P & \$ 6,600\end{array}\begin{array} { l } \text { State 2}&\text { State 3}\\50 \% & 25 \% \\\$ 2.00/£ & \$ 1.80 / £ \\£ 2,250 & £ 2,000 \\\$ 5,000 & \$ 3,600\end{array}\end{array}$
P^* = Pound sterling price of the asset held by the U.S.firm
P = Dollar price of the same asset
The CFO runs a regression of the form P = a + b × S + e
The regression coefficient beta is calculated as b = $\frac { \operatorname { Cov } ( P , S ) } { \operatorname { VAR } ( S ) }$ Where
Cov(P,S) = 0.25 × ($6,600 - $5,050) × ($2.20 - $2.00) + 0.50 × ($5,000 - $5,050) × ($2.00 - $2.00) + 0.25 × ($3,600 - $5,050) × ($1.80 - $2.00) Cov(P,S) = 77.50 + 0 + 72.50
Cov(P,S) = 150
B = $\frac { 150 } { 0.02 }$ = 7,500
The variance of the exchange rate is calculated as
E(S) = 0.25 × $2.20 + 0.50 × $2.00 + 0.25 × $1.80
= $.55 + $1 + $.45
= $2.00
VAR(S) = 0.25 $( \$ 2.20 - \$ 2.00 ) ^ { 2 }$ + 0.50 $( \$ 2.00 - \$ 2.00 ) ^ { 2 }$ + 0.25 $( \$ 1.80 - \$ 2.00 ) ^ { 2 }$ = 0.01 + 0 + 0.01
= 0.02
The expected value of the investment in U.S.dollars is:
E[P] = 0.25 × $6,600 + 0.50 × $5,000 + 0.25 × $3,600 = $5,050
Which of the following is the most effective hedge financial hedge?

A) Sell £7,500 forward at the 1-year forward rate,F₁($/£) ,that prevails at time zero.
B) Buy £7,500 forward at the 1-year forward rate,F₁($/£) ,that prevails at time zero.
C) Sell £2,500 forward at the 1-year forward rate,F₁($/£) ,that prevails at time zero.
D) 0.25 × £3,000 + 0.50 × £2,500 + 0.25 × £2,000 = £2,500