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$1.1 /euro. The exchange rate has 3. [2 points Suppose that the spot exchange rate is X a volatility of 0.1. Assume that the US-dollar-denominated

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$1.1 /euro. The exchange rate has 3. [2 points Suppose that the spot exchange rate is X a volatility of 0.1. Assume that the US-dollar-denominated interest rate is 0.05 and the Euro- denominated interest rate is 0.04. Calculate the price of a US-dollar-denominated Euro put ma- turing in 6 months with a strike of $1.1 $1.1 /euro. The exchange rate has 3. [2 points Suppose that the spot exchange rate is X a volatility of 0.1. Assume that the US-dollar-denominated interest rate is 0.05 and the Euro- denominated interest rate is 0.04. Calculate the price of a US-dollar-denominated Euro put ma- turing in 6 months with a strike of $

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