(a). S(0) 100, -: 0.25, r-0.04, -: 0. Compute the price of a 1-year 100-strike digital cash (cash-or-nothing) call option. (b) Suppose that the spot exchange rate is Xo-$1.2/euro. The exchange rate has a volatility of 0.1. Assume that the US-dollar-denominated interest rate is 0.05 and the Euro-denominated interest rate is 0.04. Calculate the price of a US-dollar-denominated Euro put maturing in 6 months with a strike of $1.2