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4. 14 POINTS Use the Black-Scholes formula for currency options to find the value of a 9 month European call option on a currency with

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4. 14 POINTS Use the Black-Scholes formula for currency options to find the value of a 9 month European call option on a currency with a strike price of 0.78. The current exchange rate, So = 0.82, the volatility of the exchange rate is o = 0.18. The domestic risk free interest rate is r = 0.06 per year and the foreign risk-free interest rate, r = 0.10 per year

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