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Assume that the Japanese yen is trading at a spot price of 92.04 cents per 100 yen. Further assume that the premium of an American

Assume that the Japanese yen is trading at a spot price of 92.04 cents per 100 yen. Further assume that the premium of an American call option with a striking price of 93 is 2.10 cents. What are the intrinsic value and the time value of the call option per 100 yen, respectively?

0.96; 1.14

1.14; 0.96

0, 2.10

2.10; 0

0.96; 1.14

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