Sweet Home Mumbai?

I was showing my little Nigerian roommate some pictures from my last trip to India. My last photograph taken in sweet sunny Bombay was from the window of the plane, showing the airport with a huge board with "MUMBAI" written on it.

Me: So that's my last photograph of Bombay.

J: (looking intently at the photograph) Ohh, is that how you spell it? I'd think you would spell it B-O-M-B-A-Y.

Me: ???

Then I realized the poor girl thought we pronounced it "Bombay" but spelt it "Mumbai"!