please show work

Long currency straddle - Call option premium = 50 03. ,Putoptionpremilat50.03. a Strike price - \$1.10t a Fill the table (here are 30 erpry cellu) (12 pointu) - Draw each graph for call opicn, par opeion, and aradte for an opsion hoider (Ds poitst) - Mark two BE points axd che strike price co the straddle griph (a. pa atis) - On the grapt, please a ark call pernium, put premium, and the toal prenium (the powis) o How much is the nusimam losses with the vraddle statery? (02 sarti) Net profit per unit Euchasee raim: is + Short currency straddle - Strice price =$1.10 ) - Fill the table (there are 30 empty cells) ( 1.2 points) - Draw each graph for call opticn, put option, and straddle for an opton seller (0.k points) - Mark two BE points and one strike price on the straddle graph (0.6 peinte) o On the graph, please mark call peemiurn, put premiam, and the toenl premium (0.6 pointe) - How much is the maximum profits with the scraddle strategy? (0.2 points) Eectumet mater $6 : - Long currency itrengle - Call opbice strike prioe 51.20 \& Tut opion utrike price - 51,10F. o Fill the table (there are 30 empty cella) (1.2 poa's) - Deaw each gripl) fot call optice, put cptioo, and srangle for an ogtion holder (0.5 painti) - Mark two BE poists and two srike prices cn the stangle graph (0. \& poists) - On the graph, piease mark call prentiam, put premi an, and tha total premium (0.6 pointr) a. How much is the maxlanam lesses wey the scranele strategy? (02 poists) Net prefit per unit - Shart currency etrande o. Call option prewium = 50 EM4, Pat eptian premium =30.02% a Call option stice price =51.10.4, Pur wption sirke price =51 a04 - Fin the table (there are Mo ecepty celis) (1.2 poivis) - Draw each uraph foe call option, pux opeioe, and trangle for an cetion seller (o) s poart) a Mark two Hil points ard two strice prices ce the straejle grapt (0 li pociti) o. How much is the maximum profita with the strangle stratesy? (0) peiats) Net peofut per unit Exchage ratese SE: Long currency straddle - Call option premium = 50 03. ,Putoptionpremilat50.03. a Strike price - \$1.10t a Fill the table (here are 30 erpry cellu) (12 pointu) - Draw each graph for call opicn, par opeion, and aradte for an opsion hoider (Ds poitst) - Mark two BE points axd che strike price co the straddle griph (a. pa atis) - On the grapt, please a ark call pernium, put premium, and the toal prenium (the powis) o How much is the nusimam losses with the vraddle statery? (02 sarti) Net profit per unit Euchasee raim: is + Short currency straddle - Strice price =$1.10 ) - Fill the table (there are 30 empty cells) ( 1.2 points) - Draw each graph for call opticn, put option, and straddle for an opton seller (0.k points) - Mark two BE points and one strike price on the straddle graph (0.6 peinte) o On the graph, please mark call peemiurn, put premiam, and the toenl premium (0.6 pointe) - How much is the maximum profits with the scraddle strategy? (0.2 points) Eectumet mater $6 : - Long currency itrengle - Call opbice strike prioe 51.20 \& Tut opion utrike price - 51,10F. o Fill the table (there are 30 empty cella) (1.2 poa's) - Deaw each gripl) fot call optice, put cptioo, and srangle for an ogtion holder (0.5 painti) - Mark two BE poists and two srike prices cn the stangle graph (0. \& poists) - On the graph, piease mark call prentiam, put premi an, and tha total premium (0.6 pointr) a. How much is the maxlanam lesses wey the scranele strategy? (02 poists) Net prefit per unit - Shart currency etrande o. Call option prewium = 50 EM4, Pat eptian premium =30.02% a Call option stice price =51.10.4, Pur wption sirke price =51 a04 - Fin the table (there are Mo ecepty celis) (1.2 poivis) - Draw each uraph foe call option, pux opeioe, and trangle for an cetion seller (o) s poart) a Mark two Hil points ard two strice prices ce the straejle grapt (0 li pociti) o. How much is the maximum profita with the strangle stratesy? (0) peiats) Net peofut per unit Exchage ratese SE