2. Suppose that an investor writes one lot of 62,500 currency call options on the British pounds for hedging. Consider that the current exchange rate is USDIBSUD per pound, exercise price is USDIADOO per pound, the standard deviation is 30% per annum, the continuously compounded US and pound interest rates are 3% and 6.0% per annum respectively, and the expiration date is 12 months. Calculate the amount of option premium per lot that the investor will receive and show the break- even point at maturitv Eraohicallv. He fears the British pound to rise or fall