Suppose a UK based company will need to pay $$10,000,000$ in $1$ month time. The current spot exchange rate is $$1\mathrm{.}11/1.$ A $1$ month call option on the US dollar is available to purchase at $$1\mathrm{.}14/1,$ and the premium of the call is $0\mathrm{.}10$ per dollar. A $1$ month forward contract is also available at $$1\mathrm{.}14/1.$

Showing all your calculations, complete the table below by evaluating the size of the payment for the UK based company, with respect to the forward contract, the call option and the unhedged position, for the following values of the future spot exchange rate $($standard notation applies$).$

S Forward Option Unhedged

$1\mathrm{.}20$

$1\mathrm{.}18$

$1\mathrm{.}14$

$1\mathrm{.}10$

$1\mathrm{.}00$

$0\mathrm{.}95$