Give them a gun! Well to tell you the truth, I would most likely give them liquor. As Native Americans had a low tolerance to booze, it was very effective to get them addicted to alcohol and drugs so that they are willing to sell you everything for a bottle of alcohol.
Since alcohol isn't an option, the second best choice would be C. gun. The native Americans did not have the technology to create guns, and it was only through trade with Europeans that they were able to access this technology at all. Since guns would be a novelty to them (a bible would be a novelty too, but what would people who don't even read about it or care do with a bible?), Natives would be willing to trade much for a pelt.
They should keep any pirvate or secert information or items in a protected wallet or bag that you can hind on your person or in a locked safe only you+your better have know