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18.34. You are given: (i) The spot exchange rate of yen for euros is 1104/. (ii) The continuously compounded risk-free rate for yen is 2%.
18.34. You are given: (i) The spot exchange rate of yen for euros is 1104/. (ii) The continuously compounded risk-free rate for yen is 2%. (iii) The continuously compounded risk-free rate for euros is 4%. (iv) A one year yen-denominated call on euros costs 3. (v) A one year yen-denominated put on euros with the same strike price as the call costs #2 Determine the strike price in yen
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