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Assume the spot Swiss franc is $0.7020 and the six-month forward rate is $0.6960. What is the minimum price that a six-month American put option

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Assume the spot Swiss franc is $0.7020 and the six-month forward rate is $0.6960. What is the minimum price that a six-month American put option with a striking price of $0.6810 should sell for in a rational market? Assume the annualized six-month Eurodollar rate is 3.5 percent

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