Please answer all Questions and provide working out

An Australian company is expected to pay 1 million euros in 3 months. Suppose it takes a short position in Time left 0:05:1 with a strike EUR/AUD=1.60 and maturity of 3 months. The put price is AUD 0.15 . How much will the Australan company pay if the exchange rate in 3 months is EUR/AUD=1.40 ? Assume the risk-free interest rate zero. a. 1.55 million AUD b. 1.75 million AUD c. 1.25 million AUD d. 1.45 million AUD Clear my choice Portfolio A consists of a two-year zero-coupon bond with a face value of $1000 and a ten-year zero-coupon bond with a face value of $3000. The current yield on all bonds is 10% per annum (continuously compounded). The duration and convexity of portfolio A are a. 6.59 and 59.11 , respectively b. 5.95 and 55.40 , respectively c. 6.95 and 65.40 , respectively d. 5.95 and 65.40 , respectively