Compute the price of a European call on the yen. The current exchange rate is 108, the

Question:

Compute the price of a European call on the yen. The current is 108, the is 110, is three months and t he price of a three-month T-bill is $98.45. We estimate the annual volatility of the yen-dollar to be 15%. A three-month pure-discount yen-denominated risk-free bond trades at 993 yen (nominal 1,000)
Strike Price
In finance, the strike price of an option is the fixed price at which the owner of the option can buy, or sell, the underlying security or commodity. Exchange Rate
The value of one currency for the purpose of conversion to another. Exchange Rate means on any day, for purposes of determining the Dollar Equivalent of any currency other than Dollars, the rate at which such currency may be exchanged into Dollars... Maturity
Maturity is the date on which the life of a transaction or financial instrument ends, after which it must either be renewed, or it will cease to exist. The term is commonly used for deposits, foreign exchange spot, and forward transactions, interest...