15.29. The one-year forward price of the Mexican peso is $0.0750 per MXN. The U.S. risk-free rate...

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15.29. The one-year forward price of the Mexican peso is $0.0750 per MXN. The U.S. risk-free rate is 1.25%. The exchange rate volatility is 13%. What is the value of one-year European call and put options with a strike price of $0.0800.

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