1. The current spot exchange rate is $1.02/SF. In one period the spot exchange rate will be either $1.15/SF or $0.90/SF. If interest rates in the US are 2% and in Switzerland are 5%, what is the market value today of a call option with a strike price of $1.05/SF? (8 points) 1. The current spot exchange rate is $1.02/SF. In one period the spot exchange rate will be either $1.15/SF or $0.90/SF. If interest rates in the US are 2% and in Switzerland are 5%, what is the market value today of a call option with a strike price of $1.05/SF? (8 points)