Using the market data in Exhibit $7\mathrm{.}6,$ show the net terminal value of a long position in one $110$ September Japanese yen European put contract at the following terminal spot prices $($stated in U$.$S$.$ cents per $100$ yen$)$: $101,105,110,115,$ and $119.$ Ignore any time value of money effect.EXHIBIT $7\mathrm{.}6$

PHLX World Currency Options Quotations

$\backslash$table$[[$NASDAQ OMX PHLX Options,,Calls,Puts,$],[$Japanese Yen,,,,$110\mathrm{.}07],[1,000,000$ J $.$Yen$-100$ths of a cent per unit.,,,,$],[109,$June,$1\mathrm{.}56,1\mathrm{.}30,],[110,$June,$1\mathrm{.}05,1\mathrm{.}78,],[111,$June,$0\mathrm{.}66,2\mathrm{.}38,],[112,$June,$0\mathrm{.}39,3\mathrm{.}10,],[109,$Septemper,$1\mathrm{.}86,2\mathrm{.}32,],[110,$Septemper,$1\mathrm{.}40,2\mathrm{.}89,],[111,$Septemper,$1\mathrm{.}03,3\mathrm{.}53,],[112,$Septemper,$0\mathrm{.}74,4\mathrm{.}24,],[$Euro$,,,,113\mathrm{.}14],[10,000$ Euro$-$cents per unit.,,,,$],[111,$June,$3\mathrm{.}41,0\mathrm{.}41,],[111\mathrm{.}5,$June,$3\mathrm{.}01,0\mathrm{.}50,],[112,$June,$2\mathrm{.}63,0\mathrm{.}62,],[112\mathrm{.}5,$June,$2\mathrm{.}28,0\mathrm{.}75,],[113,$June,$1\mathrm{.}94,0\mathrm{.}91,],[111,$Septemper,$4\mathrm{.}54,0\mathrm{.}72,],[112,$Septemper,$3\mathrm{.}78,0\mathrm{.}94,],[113,$Septemper,$3\mathrm{.}09,1\mathrm{.}23,],[114,$Septemper,$2\mathrm{.}47,1\mathrm{.}59,],[115,$Septemper,$1\mathrm{.}92,2\mathrm{.}04,]]$