1. Consider a six-month (T = 0.5) European call option with an exercise price of $1.08/1.00. The current spot exchange rate is $1.12/1.00; Annualized U.S. interest rate is 2% and annualized euro-zone interest rate is 5%. The volatility () of the underlying asset (euro) is 15 percent. Compute the price of this call option using the formulae below. Show all your work (i.e., use four decimal points) (40 points). C=[F,.N(d,)-X.N(d)]e VT d, In(Fr/X)+0.5.02.T 0T d, =d, -o.VT F =S.e (tot