An investor is bulish on the euro and believes it wilf increase against the Japanese Yen. The investor purchases a currency call option on the euro with a strike price (exchange rate) of 126/6. When the investor purchases the contract, the spot rate of the euro is equivalent to 124/6. Assume the euro's spot price at the expiration date (market price) is 133/C. the premium is 21C a) Assume the euro's spot price at the expiration date (market price) is 133/C The investor's profit = $/C b) Assume the euro's spot price at the expiration date (market price) is 12V The ifvestor's profit = /C c) What is the maximum loss Maximum loss = Y/C