At time zero you enter a short position in a forward contract on 1 share of the stock XYZ at the forward price of 10.00. Moreover, you buy one exotic derivative, with the same maturity as the forward contract, which pays to the holder exactly one share of the stock if the product S(0) S(T) of the price today and the price at maturity is above 100.00, and which pays the holder exactly zero if that product is below 100.00. The today's stock price is 10.00 and today's selling price of one derivative of this kind is 6.00. Assume that, after those trades are put in place, the initial capital you have (need) is invested (borrowed) at zero interest rate. In your answer, use minus sign for a loss.

a. Enter your total profit or loss if at maturity the price of one stock share is 12.00:

b. Enter your total profit or loss if at maturity the price of one stock share is 6.00: