currencies. The investors expect annual returns in excess of $\backslash (25\backslash \%\backslash ).$ Although officed in London, all accounts and expectations are based in U$.$S$.$ dollars. the following put options, $,$ would you recommend he purchase? Prove your choice is the preferable combination of strike price, maturity, and up$-$front premium expense.

Because his expectation is for $"30$ to $60$ days" he should confine his choices to the $-$day options to be sure and capture the timing of the exchange rate change. $($Select from the drop$-$down menu.$)$

The return on investment $($ROI$)$ at the strike price of $\backslash (\backslash$$ $1\mathrm{.}38/\backslash )$ is

$16.($Round to the nearest integer.$)$

The return on investment $($ROI$)$ at the strike price of $\backslash (\backslash$$ $1\mathrm{.}34/\backslash )$ is

$\backslash \%.($Round to the nearest integer.$)$

The return on investment $($ROI$)$ at the strike price of $\backslash (\backslash$$ $1\mathrm{.}32/\backslash )$ is

$16.($Round to the nearest integer.$)$

Arthur should purchase the $60-$day option at strike price $\backslash (\backslash$$ $\backslash$quad $\backslash$mid $\backslash )$ I. $($Select from the drop$-$down menu.$)$

Data table