Assume a put option on Japanese yen is written with a strike price of $$\frac{0\mathrm{.}008000}{}(\frac{125\mathrm{.}00}{\text{\$}})$ at a premium of $$0\mathrm{.}000080$ per yen and with an expiration date six months from now. The option is for $12,500,000.$ Calculate your profit or loss should you exercise before maturity at a time when the yen is traded spot at

a$.\frac{110}{\text{\$}}($out of money$)$

b$.\frac{115}{\text{\$}}($out of money$)$

c$.\frac{120}{\text{\$}}($out of money$)$

d$.\frac{125}{\text{\$}}$

e$.\frac{130}{\text{\$}}$

f$.\frac{135}{\text{\$}}$

g$.\frac{140}{\text{\$}}$