Assume the spot Swiss franc is $$0\mathrm{.}7015$ and the six$-$month forward rate is $$0\mathrm{.}6980.$ What is the Value of a six$-$month call and a put

option with a strike price of $$0\mathrm{.}6815$ should sell for in a rational market? Assume the annualized six$-$month Eurodollar rate is $3\mathrm{.}50$

percent. Assume the annualized volatility of the Swiss franc is $14\mathrm{.}20$ percent. Use the European option$-$pricing models to value the call

and put option. This problem can be solved using the FXOPM.xIs spreadsheet. $($Do not round intermediate calculations. Round your

answers to $2$ decimal places.$)$