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Can someone help me in the B section of the question
1. Sen UbJP 10 MINUTS Torward 2. Buy EUR/INR 3 months forward 3. Buy CHF/JPY 2 months forward 4. Sell CHF/INR 1 month forward 5. Two way price for JPY/INR 3 months forward B. For the following trades i) identify the strategy and ii) calculate the pay-off (show pay- off chart): (*use the rates in the above table where required) [4 + 2 + 4 = 10 Marks] 1. Trader A sold a GBP/USD put for GBP 10,000,000 3 months ago at a strike of 1.3095 and received a premium of 0.0020. The option expires today and she does not require USD. 2. Trader B sold a USD/JPY call for USD 5 million and sold a USD/JPY put at a strike of 113.25. The premium was 0.30 for both The option expires today. 3. Trader X bought a USD/INR put for USD 1,000,000 at a strike of 68.10 and sold a USD/INR call for USD 1 million at a strike of 73.35. The option expires today. N Page 2 of 2 Q1. Given the following information, calculate the rates given below: EUR/USD GBP/USD USD/JPY USD/CHF | USD/INR 1.2275/76 | 1.3785/86 | 105.80/820.9395/97 65.20/25 Spot Forward points 1 month 2 months 3 months 6 months 0.0010/12 0.0021/23 0.0033/34 0.0075/77 0.0004/06 0.0010/12 0.0021/23 0.0050/52 -0.08/07 -0.26/24 -0.34/32 -0.81/79 -0.0012/10 0.22/25 -0.0025/23 0.29/32 -0.0035/33 0.38/41 -0.0065/63 0.50/53 1. Sen UbJP 10 MINUTS Torward 2. Buy EUR/INR 3 months forward 3. Buy CHF/JPY 2 months forward 4. Sell CHF/INR 1 month forward 5. Two way price for JPY/INR 3 months forward B. For the following trades i) identify the strategy and ii) calculate the pay-off (show pay- off chart): (*use the rates in the above table where required) [4 + 2 + 4 = 10 Marks] 1. Trader A sold a GBP/USD put for GBP 10,000,000 3 months ago at a strike of 1.3095 and received a premium of 0.0020. The option expires today and she does not require USD. 2. Trader B sold a USD/JPY call for USD 5 million and sold a USD/JPY put at a strike of 113.25. The premium was 0.30 for both The option expires today. 3. Trader X bought a USD/INR put for USD 1,000,000 at a strike of 68.10 and sold a USD/INR call for USD 1 million at a strike of 73.35. The option expires today. N Page 2 of 2 Q1. Given the following information, calculate the rates given below: EUR/USD GBP/USD USD/JPY USD/CHF | USD/INR 1.2275/76 | 1.3785/86 | 105.80/820.9395/97 65.20/25 Spot Forward points 1 month 2 months 3 months 6 months 0.0010/12 0.0021/23 0.0033/34 0.0075/77 0.0004/06 0.0010/12 0.0021/23 0.0050/52 -0.08/07 -0.26/24 -0.34/32 -0.81/79 -0.0012/10 0.22/25 -0.0025/23 0.29/32 -0.0035/33 0.38/41 -0.0065/63 0.50/53
