An investor is bulish on the euro and believes it wil increase against the Japanese Yen. The investor purchases a currency call option on the euro with a strike price (exchange rate) of 124/. When the investor purchases the contract, the spot rate of the euro is equivalent to 125/6. Assume the euro's spot price at the expiration date (market price) is 133/6. the premium is 2/ a) Assume the euro's spot price at the expiration cate (market price) is y/33/C The investor's profit = x/E b) Assume the euro's snot price at the expiration date (market price) is \&123/C. The investor's profit = /C c) What is the maximum loss Maximum loss =