An investor is bulish on the euro and belleves it will increase against the Japanese Yen. The investor purchases o currency call option on the euro with a strike price (exchange rate) of 124/C. When the investor purchases the contract, the spot rate of the euro is equlvalent to y126/C. Assume the curo's spot price ot the expiration date (market price) is 132/C. the premium is Z2/C v) Assume the euto's spot price at the expiration date (market price) is y132/C. The investor's profit = yic. b) Assume the euro's spot price at the expiration date (market price) is 1120/C The investor's profit = yie c) What is the maximum loss Maximum loss = Y/C