On June 15 the premium on a September CAD put option is US$0.017 per CAD at a
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On June 15 the premium on a September CAD put option is US$0.017 per CAD at a strike price of US$1.07. If the quarterly U.S. interest rate is 1. 25 percent, what is the price of a September CAD call option?
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Related Book For
International Corporate Finance Value Creation With Currency Derivatives In Global Capital Markets
ISBN: 9781119550464
2nd Edition
Authors: Laurent L. Jacque
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