5. You are given: (a) The continuous compounded risk-free rate for yen is 1%. (b) The continuous compounded risk-free rate for euros is 3% (e) The spot exchange rate of the yen for euros is 108Y/. (d) A 1-year yen-denominated Call on euros costs 14. (e) A 1-year yen-denominated Put on euros with the same strike price as the Call costs 13.5. Determine the strike price in yen. 6. For 2 stocks, S and Q: (a) The price of Sis 20. (b) S pays continuous dividends at a rate of 3%. (c) The price of Q is 80 (d) Q pays continuous dividends at a rate of 5%. (e) A 1-year Call option to receive a share of Q in exchange for 4 shares of Scosts 2.00. Determine the premium of a 1-year Call option to receive I share of Sin exchange for 0.25 share of