今天在一份资料里看到一道关于货币市场套期保值的计算题。不知道怎么算，请教一下各位。

题目如下，

A UK company sells products worth US$1 million to a customer in the USA, with payment to be made in 3 months. The following information is available:
Current spot rate (US$/£)：        1.4920 – 1.5020
3 months forward (US$/£)  ：0.0040 - 0.0060 premium
3 month interest rates (p.a.):：£        5 3/16% - 5 3/32%
                                                US$        4 9/16% - 4 5/16%

How might the company set up a forward and money market hedge for the transaction exposure?

多谢各位赐教！