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On July 2 , the two - month futures rate of the Mexican peso contained a 3 percent discount ( unannualized ) . The spot
On July the twomonth futures rate of the Mexican peso contained a percent discount unannualized The spot rate of the Mexican peso was $ There was a call option on pesos with an exercise price that was equal to the spot rate. There was also a put option on pesos with an exercise price equal to the spot rate. The premium on each of these options was percent of the spot rate at that time. On September the option expired. You exercised the option on this date if it was feasible to do so On September the spot rate of the Mexican peso was $
What was your net profit per unit if you had purchased the call option? Use a minus sign to enter loss values, if any. Round your answer to four decimal places.
$
What was your net profit per unit if you had purchased the put option? Use a minus sign to enter loss values, if any. Round your answer to four decimal places.
$
What was your net profit per unit if you had purchased a futures contract on July that had a settlement date of September Use a minus sign to enter loss values, if any. Round your answer to four decimal places.
$
What was your net profit per unit if you sold a futures contract on July that had a settlement date of September Use a minus sign to enter loss values, if any. Round your answer to four decimal places.
$
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