please solve the questions in the blanks numbered 39, 40, 41, 42, 43, 44, 45, 46, 47, 48, 49, 50.

please solve the blanks.

Company A from US signs a contract with a UK company to buy British bikes at a total value of 1 million British pound in 6 months. Company A wants to hedge its foreign exchange risks. Please find the following quotation from Bank B for the forward'option prices of British Pound () in USD. Ballin Owerlin Soor 12821 1.2843 6-month konca 1.2917 7.2966 6-mand call open atstepnica 131 0.0172 20175 6-month put open 0.0397 0.0422 astepnie = 137 And we assume the bank C quotation in 6 months spot rate would be Spor 73212 Now if Company A plans to hedge the risk using forwards, then Company A needs to (394 Llong/short) on (40) (Dollar or Pound) forward at the price of _1412 $/. If Company A plans to hedge the risk using options, ther Company A need to ___1422_llong/shortL _(43L lcall/put) option on British pound. Six months later, company A would have a gain or loss position of $ _(44 million la negative number means loss) at its forward contract and would end up with a net position of paying $_(45L million Company A would have a gain or loss position of $_[46L million (a negative number means loss) at its options position and would end up with a net position of paying $_(47Lmillion. The overall position of Company A in forward hedging and options will be indifferent at the exchange rate of _(48L_$/. Company A has an overall position which is better off using options to hedge the risk than using forward when the exchange rate in 6 months is __(49_lesslmore) than_(50L_$/. Company A from US signs a contract with a UK company to buy British bikes at a total value of 1 million British pound in 6 months. Company A wants to hedge its foreign exchange risks. Please find the following quotation from Bank B for the forward'option prices of British Pound () in USD. Ballin Owerlin Soor 12821 1.2843 6-month konca 1.2917 7.2966 6-mand call open atstepnica 131 0.0172 20175 6-month put open 0.0397 0.0422 astepnie = 137 And we assume the bank C quotation in 6 months spot rate would be Spor 73212 Now if Company A plans to hedge the risk using forwards, then Company A needs to (394 Llong/short) on (40) (Dollar or Pound) forward at the price of _1412 $/. If Company A plans to hedge the risk using options, ther Company A need to ___1422_llong/shortL _(43L lcall/put) option on British pound. Six months later, company A would have a gain or loss position of $ _(44 million la negative number means loss) at its forward contract and would end up with a net position of paying $_(45L million Company A would have a gain or loss position of $_[46L million (a negative number means loss) at its options position and would end up with a net position of paying $_(47Lmillion. The overall position of Company A in forward hedging and options will be indifferent at the exchange rate of _(48L_$/. Company A has an overall position which is better off using options to hedge the risk than using forward when the exchange rate in 6 months is __(49_lesslmore) than_(50L_$/