You observe the following quotations of currency options on Euro. They are European put options expiring in six months. Contract size is $10,000.$

Strike rate Premium $($per $)$

Put Option #$1$ US$$1\mathrm{.}06/$ US$$0\mathrm{.}042$

Put Option #$2$ US$$1\mathrm{.}04/$ US$$0\mathrm{.}033$

$1.$ Suppose you would like to buy one contract of one of these options to speculate on the depreciation of $$ over the next six months. Plot a graph and compare the net profit$/$loss profiles $($in US$$)$ of the buyers of the two put options as a function of the spot exchange rate to be realized in six months.