Assume tho cell options on Australian Dollars are currently available. The first option has a strike price of $$\mathrm{.}63$ and a premium of $$\mathrm{.}02.$ The second option has a strike price of $$\mathrm{.}66$ and a premium of $$\mathrm{.}01.$ To construct a strategy, a trader buys the $S\mathrm{.}66$ option and sells the Q$\mathrm{.}53$ option. What is the profit of the trader contingent on the spot rate of Australian dollar at option expiration? $(10$ points$)$

$\backslash$table$[[$VALUE OF AUSTRALIAN DOLLAB AT OPTION EXPIBATION$],[$$$\mathrm{.}60,$$$\mathrm{.}645,$vdots,$]]$

Buyacall

Sellacall

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