A British pound call option is available with a strike price of $$1\mathrm{.}50$ and a call premium of $$0\mathrm{.}02.$ A speculator plans to exercise the option on the expiration date $($if appropriate at that time$)$ and then immediately sell the pounds received in the spot market. Draw a net profit graph $($aka a contingency graph$)$ from the perspective of:

$$ The call purchaser $($i$.$e$.,$ speculator$)$

$$ The call seller $($assuming this seller would purchase the pounds in the spot market

just as the option is exercised$).$