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2. The spot exchange rate of dollars per euro is 0.95 . Dollar and euro interest rates are 7.0% and 6.0%, respectively. The price of

image text in transcribed 2. The spot exchange rate of dollars per euro is 0.95 . Dollar and euro interest rates are 7.0% and 6.0%, respectively. The price of a $0.93 strike 6-month call option is $0.08. What is the price of the $0.93 strike 6 -month put? A. $0.024 B. $0.052 C. $0.056 D. $0.078

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