6. You are given the following information about currencies and options on these currencies: i) The spot exchange rate of dollars for euros is 1.12 s/. ii) The continuously compounded risk-free rate for dollars is 4%. iii) The continuously compounded risk-free rate for euros is 2%. iv) The annual volatility of the exchange rate is 15%. v) An 8-month European call option allows purchase of euros at 1.2 $/. vi) A 2-period binomial tree based on forward prices is used to value the option. Calculate the dollar-denominated price of a portfolio consisting of 2000 of these options. 6. You are given the following information about currencies and options on these currencies: i) The spot exchange rate of dollars for euros is 1.12 s/. ii) The continuously compounded risk-free rate for dollars is 4%. iii) The continuously compounded risk-free rate for euros is 2%. iv) The annual volatility of the exchange rate is 15%. v) An 8-month European call option allows purchase of euros at 1.2 $/. vi) A 2-period binomial tree based on forward prices is used to value the option. Calculate the dollar-denominated price of a portfolio consisting of 2000 of these options