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Assume the spot Swiss franc is $ 0 . 7 0 3 0 and the six - month forward rate is $ 0 . 7
Assume the spot Swiss franc is $ and the sixmonth forward rate is $ What is the Value of a sixmonth call option with a strike price of $ should sell for in a rational market? Assume the annualized sixmonth Eurodollar rate is percent. Assume the annualized volatility of the Swiss franc is percent. Use the binomial optionpricing model to value the call option. Do not round intermediate calculations. Round your answer to decimal places. Enter your answer in cents per Swiss Franc.
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