An investor is expecting that the curo either wil sharply increase or sharply decrease against the Japanese Yen. The investor purchases 2 options 1) a currency put option on the euro with a strike price (exchange rate) of 128/6. When the investor purchases the contract, the spot rate of the euro is equivalent to 125/6. the premium is $3/C 2) a currency cail option on the euro with a strike price (exchange rate) of 128/6. When the investor purchases the contract, the spot rate of the euro is equlvaient to Y125/C. the premium is 72/C a) Assume the euro's spot price at the expiration date (market price) is Y138/C The investor's profit = ViC b) Assume the euro's spot price at the expiration date (market price) is 17/C The investor's profit = Y/C c) What is the maximum loss Maximum lo55 = Hic