$$ Spot rate: $$1\mathrm{.}2612-$ $$1\mathrm{.}2645$

$6-$months forward rate: $$1\mathrm{.}2657-$ $$1\mathrm{.}2705$

Money market rates $($Annual rates$)$:

Deposit Borrow

GBP $()2\mathrm{.}3\%4\mathrm{.}7\%$

USD $($$$)5\mathrm{.}5\%8\mathrm{.}3\%$

The company is able to obtain a six$-$month future quotation of $$1\mathrm{.}2698/1.$

The quoted option premiums for US $($$$)$ and GBP $()$ showed as follow:

Option prices $($cents per $$,$ payable on purchase of the option, contract size $62,500)$

strike price$$1\mathrm{.}2690$

Calls August $0\mathrm{.}8$

Puts August $1\mathrm{.}75$

Please calculate the

i$)$Forward Rate Agreement

ii$)$Money Market Hedge

iii$)$ Futures Contract

iiii$)$Options Contract