Hello, I'm looking for help with problem 10 in chapter 7:

Arthur Doyle is a currency trader for Baker Street, a private investment house in London. Baker Streets clients are a collection of wealthy private investors who, with a minimum stake of 250,000 each, wish to speculate on the movement of currencies. The investors expect annual returns in excess of 25%. Although officed in London, all accounts and expectations are based in U.S. dollars.
Arthur is convinced that the British pound will slide significantly -- possibly to $1.3200/ -- in the coming 30 to 60 days. The current spot rate is $1.4260/. Arthur wishes to buy a put on pounds which will yield the 25% return expected by his investors. Which of the following put options would you recommend he purchase. Prove your choice is the preferable combination of strike price, maturity, and up-front premium expense.

Strike Price		Maturity		Premium
$1.36/		30 days		$0.00081/
$1.34/		30 days		$0.00021/
$1.32/		30 days		$0.00004/
$1.36/		60 days		$0.00333/
$1.34/		60 days		$0.00150/
$1.32/		60 days		$0.00060/