14. Suppose a Foreign Exchange call option is available on the Euro () with a strike price of $1.18. The exchange rate between the and the $ is currently $1.1896. The option expires in 4 months or 0.333 years. The risk-free interest rate is 1.0% and the standard deviation is computed as 0.05 or 5%. Using the Black-Scholes Option Pricing Model, determine the value for di and d2 and determine the price (Vc) that you should pay for the call option per . Suppose the call option for calls for the delivery of 25,000 per contract. Determine the premium for 1 contract. What is the intrinsic value of this option per unit of currency? You must show all calculations on this problem. di = d2= Ver Premium (1 contract for 25,000) = Intrinsic Value=