16. Suppose that the exchange rate is $0.92/=C. Let r$ = 4%, and r=C = 3%, u...
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16. Suppose that the exchange rate is $0.92/=C. Let r$ = 4%, and r=C
= 3%, u = 1.2, d = 0.9, T = 0.75, n = 3, and K = $0.85.
a. What is the price of a 9-month European call?
b. What is the price of a 9-month American call?
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Related Book For 
Derivatives Markets Pearson New International Edition
ISBN: 978-1292021256
3rd Edition
Authors: Robert L. Mcdonald
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