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Assume the spot Swiss franc is $ 0 . 7 0 5 2 and the six - month forward rate is $ 0 . 6
Assume the spot Swiss franc is $ and the sixmonth forward rate is $ What is the minimum price that a sixmonth American call option with a striking price of $ should sell for in a rational market? Assume the annualized sixmonth Eurodollar rate is percent. Do not round intermediate calculations. Round your answer to decimal places.
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