One Australian dollar is currently worth $0.64. A 1-year butterfly spread is set up using European call

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One Australian dollar is currently worth $0.64. A 1-year butterfly spread is set up using European call options with strike prices of $0.60, 30.65, and $0.70. The risk-free interest cates in the United States and Australia are 5% and 4% respectively, and the volcity of the exchange rate is 15%. Use the DerivaGems software to calculate the cost of setting up the butterfly spread postion. Show that the coat is the same if European put options are used instead of European call options

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