A French firm is expecting to receive 10.4 million in 120 days as a result of an export sale to a Japanese semiconductor firm. What will it cost, in total, to purchase an option to sell the yen at 0.0072/?

A Japanese firm wishing to buy or sell euros (the foreign currency) A European firm wishing to buy or sell yen (the foreign currency) Variable Value Variable Value rd 2.1870 % rd 0.0875 % Domestic interest rate (% p.a.) Foreign interest rate (% p.a.) Volatility (% p.a.) rf 0.0875 % rf 2.1870 % S 10.000 % S 10.000 % d1 -0.36429 d1 -0.21722 d2 -0.42163 d2 -0.27456 0.35782 0.41402 N(01) N(d2) N(41) N(d2) 0.33665 0.39183 A Japanese firm wishing to buy or sell euros (the foreign currency) A European firm wishing to buy or sell yen (the foreign currency) Variable Value Variable Value rd 2.1870 % rd 0.0875 % Domestic interest rate (% p.a.) Foreign interest rate (% p.a.) Volatility (% p.a.) rf 0.0875 % rf 2.1870 % S 10.000 % S 10.000 % d1 -0.36429 d1 -0.21722 d2 -0.42163 d2 -0.27456 0.35782 0.41402 N(01) N(d2) N(41) N(d2) 0.33665 0.39183