An Edmonton-based financial institution intends to design three different currency call options. More information is provided below. Foreign Currency (fc) Spot Rate (CAD/fc) Exercise Price (CAD/fc) Domestic Interest Rate (%) Foreign Interest Rate (%) Time (years) Volatility (% p.a.) Australian Dollar (AUD) 0.878 Norwegian Krona (NOK) 0.128 South African Rand (ZAR) 0.071 0.894 0.131 0.076 1.5 1.5 1.75 2.15 1.8 1 8.25 1 9.15 4.15 1 16.35 1a. Compute the value of each call option (i.e., premium) by resorting to the European Option-Pricing Model. For the sake of simplicity, please assume that the value of N(d1) is the module of d1/2, while N(d2) is the module of d2/4. Please express your answer in monetary terms (i.e., CAD/fc) and percentage terms.