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1-year 0.93-strike European call on the euro is $0.0571. The exchange rate is $0.95/euro. The dollar-denominated interest rate is 6% and the euro-denominated interest rate

1-year 0.93-strike European call on the euro is $0.0571. The exchange rate is $0.95/euro. The dollar-denominated interest rate is 6% and the euro-denominated interest rate is 4%. what is the price of 1-year 0.93-strike European put premium?

I know the answer is supposed to be B, please explain how to get this

(a) 0.012 (b) 0.020 (c) 0.027 (d) 0.035

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