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10. The current / exchange rate is 0.88120. How much would a six-month -denominated put option on 100 cost with a strike of 113.482, given
10. The current / exchange rate is 0.88120. How much would a six-month -denominated put option on 100 cost with a strike of 113.482, given the following information? (i) The continuous risk-free rate 6.01% (ii) The continuous risk-free rate 3.14% (iii) A six-month -denominated call option on 1,000,000 with a strike of 1,134,820 costs 1,281. A. 1.27 B. 1.46 C. 1.72 D. 1.95 E. 2.13
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