9, SC e. None of the above, triangular arbitrage is not possible. Sr tors, buy 5 with CS, make SF132,909 12. A put option on the euro with a strike price of $1.2260/ is currently priced at (i.c. premium is) S0.0450/. The current spot rate is $1.2060/. The time value of the put is: a. -$0.0200/ b. $0.0200/ c. -$0.0650/ d. $0.0250/ e. $0.0450/ 12. A put option on the euro with a strike price of $1.2260/ is currently priced at Cie. premium is) 80.0450/. The current spot rate is $1.2060. The time value of the put is! a. -$0.0200/ b. $0.0200/ c. $0.0650/ d. $0.0250/ e. $0.0450/ 13. Refer to the information in the above question. At what exchange rate, Sr. does the put option buyer break-even? a $1.2710/ b. $1.1810/ c. $1.1610/ d. $1.2510/ 14. A put option on the Swiss franc with a strike price of $1.0600/SF is currently priced at fie nremium is) 30.0360/SF The current spot rate is $1.0800/SF. The intrinsic value of