assume the spot

Assume the spot Swiss franc is $0.7095 and the six-month forward rate is $0.7140 What is the Value of a six-month call option with a strike price of $0.6895 should sell for in a rational market? Assume the annualized six-month Eurodollar rate is 3.50 percent. Assume the annualized volatility of the Swiss franc is 14 20 percent. Use the binomial option pricing model to value the call option (Do not round intermediate calculations. Round your answer to 2 decimal places. Enter your answer in cents per Swiss Franc.) Value of call option 465 cents per SF