Assume the spot Swiss franc is $$0\mathrm{.}7095$ and the six$-$month forward rate is $$0\mathrm{.}7140.$ What is the Value of a six$-$month call option with a

strike price of $$0\mathrm{.}6895$ 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 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.$)$